its not very often you see your hedgie truly chilling out and im assuming this is what you mean by lying down?I hope this is what you mean.
i often see mine lying on their bellies with their legs stretched out poking out of their houses a bit like a dog does.
Other hogs quite happily lie across on their owners.
Is your hedgie is standing,walking,feeding,drinking ok?and is generally active?
how warm is his environment? is he panting with his tongue out? if so then it is very very bad as these are signs of aestevation which is a form of hibernation...you need to get him cooled off immediatel;y, if he is not showing these other signs then he is just comfortable with you.
As i have said and dorasdaddy as long as there are none of the above mentioned signs it's fine.Congratulations on your new baby
Be sure to handle him regularly and offer treats he will soon learn you are not a threat.I have some hedgies that never huff at me and some that do until they are handled and some that just dont like to be handled.Personalities can vary alot.