In the UK it is illegal to keep wild animals as pets. If you are in the US, well good luck, as I think that it would be difficult to properly "tame" or "train" hedgehogs - they have wild behaviour too ingrained to change much. Think of the way dogs and cats have been "domesticated" and think that hedgehogs haven't been domesticated - it will simply not respond to you in the way you would expect from a domestic pet. Therefore it probably wouldn't be much fun to keep after kittenhood.