Hedgehogs are not your typical pet, which I am sure you know as you chose a hedgehog for its uniquely appealing qualities.
In general if you are expecting your hedgehog to be automatically trusting, social, and affectionate from the minute you bring him or her home ‐ you will be disappointed.
It can take your new hedgehog weeks or months to become comfortable with you. Do not take any kind of cautious (snuffling) or fearful behavior (raises quills when you try to handle) personally. Your hedgehog does not hate you, he or she is just acting like a normal hedgehog would towards someone they do not know.
Furthermore, each hedgehog has its own unique personality as well as likes and dislikes. For example some hedgehogs love to be stroked whereas others find it irritating (if so, try petting a smaller spot and see how he or she reacts.)
If you have a hedgehog that prefers not to be touched, the two of you can still spend social time together playing in an enclosed area with toys. Over time you will likely find that your hedgehog will approach you to snuggle! Just be sure to have a hiding location available in case your hedgehog gets nervous.
Finally, don’t forget that hedgehogs are most active at night. Trying to play with them during the day can just result in a grouchy hedgehog who has just been woken from his sleep. Think how you would feel to be woken up in the middle of the night!