How warm is the environment? It should be 72-78 degrees Fahrenheit at all times in the room the hedgie lives in. If it is warm enough, what does this "shivering" look like? Is it a constant shaking? Or just a little chill kind of shake like people do when then have a cold chill run down their back? When he gets up, my hedgie will shake his quills like a dog shakes off when it gets wet. If it's not a constant shaking and it's warm enough, that could be what yours is doing. If he shakes like he's freezing cold, you probably should go consult a vet.