There are two things that can pretty easily be passed between humans and animals: bordatella and conjunctivitis. Bordatella is basically a kind of bacteria that causes coughing, and conjunctivitis is pink eye. If bordatella is passed to a hedgie, it can cause a respiratory infection. Most of the time what lives in us can't live in them because of difference in body temperature, but it's still best to be careful.
Even if you don't think you have that particular illness, it's still a good idea to wash your hands/lower arms well before handling the hedgie or cleaning the cage. I usually change my shirt too before I go near the cage just to be safe. While you're holding, don't sneeze or cough on the little one. Basically, exercise care just to be safe.
Feel better soon!
I forgot to add: if your hedgie starts showing signs of illness (runny nose, licking nose, sneezing, etc) you should get to the vet immediately because illness progresses quickly in bodies so little. Hopefully all is well, though.