Hedgehogs have historically been considered solitary creatures, that do not
particularly get along well together, and in fact only like to be close to
one another during mating.  This now appears to be changing, with many
breeders keeping at least females together in groups, and in some cases even
males.  I don't know whether this is the result of African Pigmy hedgehogs
taming down as a species, or whether they were always a bit more social than
we gave them credit for.  In any case, keeping same sex groups together
(though groups of females do better than groups of males, who still seem to
be a bit more territorial) can tend to be just fine, though it is always
important to keep an eye open for problems.  Kept together, hedgehogs will
often curl up together to sleep, and if one is quite young, it might treat an
older one as if it were its parent, and follow it around -- an adorable site
to see.

One of factors that helps in keeping groups of hedgehogs together is to
provide adequate space.  If things are too crowded, you can usually count on
fights (gee, that almost sounds like elementary school...).

All that having been said, hedgehogs are quite happy when kept individually,
and don't seem to miss the company of other hedgehogs, unless they were
previously housed with others.  There is no problem with having only a single
hedgehog as a pet.

Keeping a male within vision, or scent range of a mother with hoglets (even
if in separate enclosures) can result in the babies being eaten.  If you do
want more than one hedgehog, be sure you provide plenty of privacy for each.

    Of course, opposite-sex pairs are a definite no-no unless you want babies.
    -- Nathan Tenny

Hedgehogs that are used to being kept together with others, do often tend to
show signs of depression if separated.  This is something to keep in mind if
you do plan to keep your hedgies together, then need to separate them later.