One of the nice things about hedgehogs is that you don't have to walk them, throw a ball for them, or tussle with them out in the yard. This doesn't mean, however, that your hedgehog doesn't need exercise. Every living creature must have exercise in order to stay in good physical - and mental - shape. Is your hedgehog getting enough exercise?
First note that you really don't have to do anything to ensure that your hedgehog gets enough exercise, other than to provide him with the right tools for exercise. For most hedgehogs, this means that he needs an exercise wheel in his cage. He should naturally use it, without you doing anything else, and if he doesn't, this is an indication that something is wrong with your hedgehog.
Your hedgehog also needs room to move inside of his cage. Remember that hedgehogs are not typically animals that are left to roam free in ones home. This means that you must absolutely be sure that he has room inside of his cage to push and pull toys, to build nests, and even to scamper and run a bit. Most people believe that a 20 gallon aquarium is about the right size, but in reality, if you have the space and can afford a larger aquarium, get the larger aquarium.
Ideally, for each hedgehog that you have in a cage, you will have two feet of free space for him to move around. In fact, if you are registered with the International Hedgehog Association, they will require that you have two feet of space for each hedgehog that you have.
So, as long as you have an exercise wheel, and plenty of room for your hedgehog to move around, he will make sure that he gets all of the exercise that he needs, unless you are feeding him too much and he becomes overweight, which could make him sluggish. He will get all of the exercise that he needs from his exercise wheel, from moving his toys around, and just from exploring in general.
If your hedgehog becomes overweight, weight can be controlled with changes in his diet. You might also try to remove him from his cage for fifteen to thirty minutes a day, and play with him a bit to get his body moving. Otherwise, it's really all up to him.
Exercise is as important to hedgehogs as it is to humans. The difference is that humans have to make time for exercise, while hedgehogs get plenty of exercise just living their day to day - or night to night - lives.