Mites are a problem with some hedgehogs and symptoms included excessive scratching and dandruff, and a loss of quills. You may notice movement of little white dots on the hedgehogs skin, these dots are the actual mites. Another check you can make is to inspect a lost quill, If the quill has been a "normal" shed, the quill will have a little ball at one end (this is where it fit into the follicle, a bit like hairs). If the quill has been lost due to mites, the ball shaped piece will be missing. If you suspect mites take your hog to the vet and get a skin scraping test done, if needed the vet will advise treatment.
African pygmy hedgehogs can suffer with cancer which means it’s important you keep an eye out for any lumps or blood in his poo. The biggest fatal illness - in America - is Wobbly Hedgehog Syndrome. WHS is closely related to multiple sclerosis (MS) in humans and has similar symptoms and slowly degrades the hedgehog's muscle control. This first appears as a wobble while the hedgehog is attempting to stand still, then more and more as he walks and moves. As the dieses progresses he will have trouble walking and moving, and start to lose his gross motor skills. Over time, the hedgehog will lose control of all muscles; he will be in considerable pain and discomfort. Most owners euphonise their hog before it gets to this final stage. Luckily for us *fingers crossed* there have been no known cases of WHS in the UK.