Hello! I just got a young hedgie too, she does this also. Apparently they get more confident. I have found she gets calmer when you just sit with her on your lap.. If you stay still while they are on you, not moving your hands towards them or anything, i have found that after a while, they start to come to you! I'm sorry if this is no help, as i say, I'm still a new hedgie owner myself! Hope this helps at all x
^agreed. It's very normal behavior for a baby hedgie to not put their quills down. They are still nervous and scared. They don't know who you are so their only defense is to put their quills up. As they become more used to you they will relax more. You just have to be consistent with bonding every day for at least 30 min (preferably more). Let her just sleep on you for the first few weeks in a fleece blanket and bonding bad.
Completely normal, my baby did this the first few days. Still does some times depending on his mood, but it's becoming less frequent and I've had him a week. just takes time to build trust and confidence and every hedgehog is different.