One of the most common problems that pet hedgehogs suffer from are mites. Symptoms to watch for are excessive scratching, dandruff, and loss of quills. You may notice movement of little white dots on the hedgehogs skin, these dots are are the actual mites. Another check that you can do is to take a dark blue or black shirt and rub the hedgehog with it to get some of the dandruff on the cloth. Then take the cloth and place it under a bright light. If the white flakes of skin move around, your hedgehog has mites. Please note, even if the flakes do not move, your hedgehog may still have mites, but none of them fell off of the hedgehog onto the cloth.
Please keep in mind that losing an occasional quill is normal and losing many quills by an 8 or 12 week old hedgehog is also normal. Young hedgehogs go through a a process called quilling, the time when your baby starts losing their baby quills.
If you think your hedgehog has mites, you will need to take the hedgehog to a veterinarian for treatment. The recommended method of treatment is Revolution. Ivermectin is also commonly adminsitered, however, there have been several instances of hedgehogs receiving an overdose of Ivermectin and causing the death of the hedgehog. If your veterinarian confirms that your hedgehog has mites, request that they be treated with Revolution.
In addition to being treated by a veterinarian you will also need to thoroughly clean your hedgehog's cage, toys and bedding.