They should be washed not with soap, but in a soothing oatmeal + water solution which is easily made by soaking raw oatmeal in some water, straining it and using the soft and milky result. Don't make it too thick and be sure there are no bits of oats left in it or they will get stuck to the creatures spines.

Put the hedgehog in a basin, sink or tub with some warm, shallow water in it already. Don't make the water too deep, just enough to get its feet and tummy wet and allow it to keep its head and back well above the water.

Allow it to stand on its feet so it feels safe. Gently run the oatmeal solution over the hedgehog, keeping it out if its eyes and ears, and using a toothbrush, brush lightly with the direction of its spines. Be gentle and move slowly, hedgehogs get frightened if handled too roughly. The oatmeal solution cleans the hedgehog and moisturizes its skin and spines. Wrap it in a clean soft absorbent cloth afterwards to help dry it, but don't use a terrycloth (bath) towel as their spines and claws get stuck in the loops. An old cotton dinner napkin or flatweave kitchen towel works.

If you handle them gently and socialize them well, they can make good pets. If they are scared they just make huffing noises and roll up in ball to protect themselves. They are little creatures and quite conscious that we are much bigger and therefore probably dangerous.

They are nocturnal, so will sleep all day. Don't expect them to be up during daylight hours, they can't do it. They need a cage big enough to roam around a bit when they are awake and a flat surfaced running wheel for exercise, not one with bars and open spaces like mice have.