It is very uncommon for any human disease/infection/flu to transmit to any animal. Not unheard of, but very rare. There are many things that humans can get from animals though.
Often, if a pet does become sick from the same thing a human has they will have the same types of symptoms. If you had a cold then your dog may end up with a cough or a runny nose. Symptoms are usually far less pronounced in animals than in humans.
Pink eye (conjunctivitis) is one of the illnesses that is very easily transmitted between people and animals. Herpes and bordatella are as well. These illnesses can survive between the differences in body temperature.
Anytime you're sick you should always take precautions by washing your hands thoroughly with soap (unscented if your hedgie is picky about that) and warm water. And make sure nothing the hedgie touched has come in contact with the germs (ie if you wiped your eye with your shirt, change your shirt before getting the hedgie out).
Just be sure to wash your hands really well and keep him away from anything that might have the bacteria on it and he should be fine.
I had a guinea pig with pink eye once. The vet noted that it's pretty contagious and recommended washing my hands and anything else that Dandelion touched until the problem resolved. Which makes me think Zalea is probably right that you could accidentally give your pink eye to your hedgie if you're not careful.
From what I remember, it's possible to give your pet pink eye if you have the bacterial type, as opposed to the viral or allergy type.
So either way, be very careful when handling. All things should be thoroughly washed. Anything that has come in direct or indirect contact with your eye should not be allowed to be touched by your hedgie.