This page will go over all the things you can do to improve the quality of life for your hedgehog.
Cage Clutter: Hedgehogs may need a lot of space to run around, but they like that space to be full of stuff. You can do this buy giving them tunnels made of fleece or plastic, 4" pvc pipes and elbows.
Safe Toys: These include things like ping pong balls, fleece pom poms, yarn pom poms (inspect for loose fibers often), crinkle balls (get the undyed ones or the color will bleed if wet), natural fiber balls (usually made with plants like jute, straw, seagrass, etc), tp tubes slit down the side (supervised play only), mint sticks (supervised play only), fleece strip tents, fleece braids, rubber toys like duckies, small stuffed animals (watch out for loose threads and wear).
Unsafe Toys: Toys with any of the following are unsafe: Holes, slits, foam, feathers, fabric other than fleece, loose threads, balloon streamers, small plastic bits (like things made for sugar gliders), hanging toys, ladders, stairs, bridges, ramps, hammocks.
Dig Boxes: Hedgehogs love to dig, providing them with a dig box will help keep them from digging under fleece liners and in litter boxes. A dig box can be made out of pretty much anything and filled with almost anything as well. It could be a simple cardboard box filled with fleece strips or poms, even rocks that you can throw a few insects into and watch them hunt! Please remember to sanitize your rocks, this can be done via boiling, baking, or freezing. Cardboard will also need to be replaced often as there isn't a way to keep it clean.
Outdoor Play: Always make sure that the temperature is appropriate and that it is not wet outside. NEVER leave your hedgehog unattended, they can be very fast! Watch out for predators, especially birds of prey, they can and will snatch up your hedgie. DO NOT use a leash or harness for your hedgie, these restrict the quills and can cause injury.
Playpens: Playpens are an excellent way to provide entertainment and exercise for your hedgehog, indoors or out. Playpens come in a variety of shapes, sizes, and styles. If using outdoors, I would recommend getting the kind that have tops. Make sure you get a playpen that can withstand a headbutt from a hog without collapsing and that is not climbable. Even though your hedgehog is contained, you must still supervise, they can still potentially escape. Always inspect your playpen for any damaged or weak areas each time before use.
Exercise Balls: Exercise balls are a debatable topic for hedgehogs. Whether you use one or not is entirely up to you. If you choose to use one, you need a large ball, I use the 15". Always ball proof the room you will be using it in, block off all stair ways and remove anything that can be knocked over. I would advise to make sure your hedgie's nails are recently trimmed. Limit time in the ball to less than a half hour. Some hedgies refuse to run in a ball, some love it. Since the ball has slits in it, the possibility of injury does exist, I only use a ball with adults. Always supervise play in an exercise ball.
Tracks: There are tracks that you can buy for exercise balls that are a great way to keep your hedgie contained while still enjoying the ball.
Poo: A hedgie will still poop and pee in a ball. I find it easiest to just clean it as it happens with a paper towel or wet wipe before they get a chance to run off and track it all over. Sanitize the whole ball after each use.