Scratching is often caused by dry skin, which happens in winter months a lot. It doesn't necessarily mean there are mite, but it could be an indication. Mites are typically characterized by excessive itching (which means not just occasionally) and quill loss/bald spots. If there are bald/thin spots beginning to show, you should go to the vet because it probably is mites.
For a preliminary test if you're not sure, try taking a black piece of construction paper or a black shirt and rubbing your hand lightly over your hedgie's quills/skin. Some flakes should fall onto the black background. If they begin to move, there is for sure a mite problem. If they don't move, it's less likely that there are mites, but there's still a possibility. When in doubt, go to the vet and have them to do a skin scraping.