Hedgehogs have not been kept in people's homes as a pet for very long. Their life expectancy is thought to be 4-6 years. Normally it is the Pigmy Hedgehog that you see for sale in pet shops. Most hedgehogs can be trained to use a litter box, but not all. If their cage is kept cleaned they have very little odor.
Some commercial foods tend to cause hedgehogs to have a stronger odor.
People that are normally allergic to cats are rarely allergic to hedgehogs. There are many states in which the hedgehog is illegal, including California. Some states and local governments require permits. Be sure to check with the Department of Fish and Game, or Department of Wildlife to check on the legalities before purchasing. As near as I can tell referring to a hedgehog is far from standard.