Hedgehogs do not seem to crave the companionship of other hedgehogs, so it is fine to keep a single hedgehog. In fact, if hedgehogs do not get along, they will fight, somtimes inflicting serious damage to one another. For these reasons, it is generally best to stick with one hedgehog per cage.
Historically, african pygmy hedgehogs were considered solitary and the recommendation was to always house pet hedgehogs singly (one to a cage). Some people have found that females will sometimes accept female companions, though there is no guarantee that a hedgehog will accept a cage mate, and introductions must be made with caution.
NEVER attempt to house two males together
NEVER house a male and female together