Hedgehogs are nocturnal. Rarely will a hedgehog come out during the day, and make a habit out of it. Hoggies naturally get up at night, and sleep during the day. Some are grumpy when woken up during the day when they want to sleep. You should make sure that you are comfortable with not seeing your pet "out and about". Parents who are looking for an interesting animal for their younger children, may want to look into other small animals that are active during the day. Children can quickly become bored with a pet that isn't awake when they are, and the novelty will wear off eventually. Also, if you are keeping the hedgehog in your bedroom or near where you sleep, consider the noise the hedgie may make.
Even though some people claim that they have changed their hoggie's schedules so that they come out during the day, it's an awful idea that should never be done. Altering light schedules, feeding only during the day, forcing the hedgehog to stay awake so they are tired at night, are all very cruel techniques to make a hedgehog something they are not. Doing so can cause extreme stress levels, lower the hedgehog's immune system, cause them to be constantly sick, attempt hibernation, and potentially die.