Before I got a hedgehog, I wanted to know what kind of pet they are. Obviously they aren't like a cat or a dog, but are they more similar to a gerbil (indifferent to people) or like a rat (playful and semi-bond forming)? Maybe somewhere in between?
Hedgehogs are usually happy to be on their own. If you want yours to bond you have to be consistent with handling. Usually hedgehogs don't play and interact the way a rat would but some will snuggle and sleep on you. They are fun to watch though and some do play tug of war (I've seen them on you-tube) with various toys.
Usually I end up watching my hedgehog run around and explore his playpen more than anything else. Often he will sleep on me. Sometimes he actually comes to see me if I'm talking to him. Usually though he just balls up.