Hedgehog is an insectivore, not a rodent like the porcupine. A hedgehog’s closest relative is actually the shrew. An average African Pygmy Hedgehog will fit in an adult man’s cupped hand. African Pygmy hedgehogs have a thick coat of spines, varying in color. There is no fur under the spines, but soft white or brown fur covers the belly, neck, face, and legs. Sight is relatively poor, but hearing, smell, and taste are very well developed in most pet hedgehogs.