Wow - they are so adorable! Almost too cute to be real!
Here, where I live, I don't think you can have an exotic pet like that. There's pretty strict regulations about what you can keep as pets in a residential area and I've never heard of anything like that being permissible.
It would certainly make an interesting conversation topic though - when someone asks you whether you have any pets and you can tell them you have a hedgehog! I think it would come as a bit of a surprise to the standard dog or cat response to that sort of question! 
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