Every time I get poked by my hedgies quills I get a small white bump on my hand and it gets red around it. Then they itch for about 30 mins. Could it be that I'm having a small allergic reation to my hedgies quills? I know of 1 family that is highly allergic to hedgehogs. They were potentially interested in getting one, but are very allergic to all other pets. So I took some hedgehogs to visit them and the both the mother and daughter had bad reactions.
I also know of some people who get contact allergies (hives and rashes). Sometimes that can be cleared up by washing your hands after playing with the hedgehog, sometimes not. Most are minor and disappear quickly. Most 'hedgehog' suspected allergies, are actually allergic reactions to the type of bedding being used.
Read more on The Truth About Hedgehog Allergies.