This is one of the more common things you need to watch on your hedgie.
First things first,
Your hedgies quills: Your hedghogs quills are a big part of who 'he' is. Without them they would be rather funny looking as well as unsafe from the outside world. Hedgies use these quills to wrap around them when they feel in danger! You want to keep your hedgies quills as healthy as you can so that they(the hedgie & quills) feel good, & look good.
To keep them healthy you want to make sure to wash them when you feel your hog needs a good cleaning, i normally do this about every other week after i clean out the cages & wash pouches & beddings.
You can use a soft bristled tooth brush to polish them up with a touch of tearless baby shampoo, more the moisturizing the better!!!! Aveeno baby wash is GREAT! (you can also put a bit of noninstant oatmeal in the bath for extras for their quills & skin.)
Your hog does shed 'his' quills a bit, but they shouldn't loose many, BUT, WATCH out!!!!! lol they hurt to step on! If you notice A LOT of quills & they are over the age of about 5 months there is a serious problem & you need to get it to the Vet. ASAP (again!) lol
(but you want them happy, healthy & safe don't ya?)
Your hedgies fur: Your hedgies fur should cover all of its 'under belly' & should be soft, & fairly thick! If you see balding spots you need to get the hog to the Vet. to see what type of mites or fungus it could be & how to treat it properly. Their fur is generally white & they can have a mask, they range in color so the colors & color phases vairy from hog to hog.
Your hedgies skin: Your hogs skin should look pure, no flakyness to it, no rashes, or itching from them either. Their skin does tend to become drier in the winter months due to not much moisture in the air. If you notice dry skin you can treat with an oatmeal/aveeno/babyshampoo bath, you can also try adding a few drops of vitamin E oil or olive oil to their backs.. if that doesn't help again you will need to seek Vet. care right away!! Overly dry skin can mean a number of things, like bad diets, allergies, weather, mites, or fungus.