Yes, you should be concerned. Get her to the vet to check for injuries!
There have been cases were falling a mere few inches was enough to kill a hedgie. And even she was rushed immediately to the vets, but she still ended up dying weeks later.
And there have been those who's hedgies have fallen, gotten scratches all over them, looked bruised, didn't bother to take them to the vets, and lucked out and still have a (hopefully) healthy hedgie.
The risk you wish to take is up to you. Personally, I would immediately take mine to the vets...But that's just me. Especially from 3ft...there could be internal injuries/bleeding that you may not see, or realize until it's too late.