Hedgehogs have been killed or seriously injured by both dogs and cats. Likewise they should never be housed with another small animal such as a hamster, chinchilla, guinea pig, or rabbit. All animals express various bacteria through their feces (including humans), the potential to spread species specific disease (zoonoses) is there. Aside from that they all have different, specific dietary needs. For instance,
a chinchilla caged with a hedgehog would be very dangerous, one's an insectivore and one's a herbivore. Likewise chinchillas are highly susceptible to bacteria and a chinchilla coming in to contact with a hedgehog's poop has a very real chance of catching salmonella.