Walking, running, and swimming are activities that use a lot of muscle groups and burn good calories. If you hedgie wasn't cared for very well before, then it probably didn't get much time out of the cage to run around. So, the good news is that Bessy's weight should respond well over time with increased playtime out of the cage.
Do you have a paddling pool you can set up as a play area for her? If not, a bath tub lined with a blankie and some 4-6 in. plumbing tubes can provide a play zone for exercising.
Outdoors can be a nice play area too, but with winter coming that may not be an option right now depending on where you live.
An increase in activity, and careful attention to what she eats can go a long way to helping reduce her weight in the months ahead.