Hedgehogs, especially when in a new cage or environment, will sleep anywhere. I kept my shirt out of my girls igloo when I first got her so she could decided to sleep with it or not. She now never sleeps in her igloo and always sleeps under my shirt. I would give her either option. As long as the scent is in the cage she will associate your scent with safety and home. Giver her time. She will do weird things and she will get used to you soon.