I used to keep and breed African Pygmy hedgehogs, gave up about 6 years ago after I developed an allergy.
They are amazing creatures to keep but yes, they can be very smelly, very noisy and expensive to maintain.
I kept mine in a temperature controlled exotic room, so it never went below 20c. I kept mine in 5ft stacking hutches but with vented perspex on the front and extra vents fitted each side. It was one hog per hutch and each hutch had a mini heat pad under the lino flooring of the hutch with a snuggle pouch sitting on top. I swapped between shavings, fleece and lino and found lino to be the best and easiest to keep clean. They need a wheel, I found the best were silent spinners and I needed two per hog. One for washing, one for using. they can run 3 miles a night easily and they crap as they run.....this leads to poop slippers and a very dirty wheel that is crusted in shit. The wheels got put into a bucket of soapy water for 3-4 hours and the hogs had to be bathed every evening to keep the feet and nails clean Also trimming as needed. I had an exercise pen with lots of enrichment that I changed daily with new smells, tastes etc and this would lead to self anointing. Within the hutches I would have rubber treat balls and a foraging tray filled with gravel/pebbles and I would put morio worms in there to allow them to show natural behaviour and keep them stimulated. I kept 12 at one point and it was very expensive, very time consuming and very very smelly. I fed them a mix of iams, purina1 and go kat and supplemented with plenty of baby mice/rats, chicken, scrambled eggs, and live insects. they LOVE cockroaches, morios, meal worms and crickets. But the effects of that diet means that their poo smells like extra beefy/ ratty oxo that has been left in the sun to ferment for a few days.
They do not last very long either, so a very expensive pet. Say £300 to get them set up properly and then £140 for a hog from a reputable breeder. They will live for 3-5 years. Exotic vets are between £30-60 just for a consult.