Is it legal to have a hedgehog as a pet in Michigan?

It is legal to own a domesticated hedgehog in most states of the U.S.A.

For your own area, it would be best to check with your local Fish and Wildlife service.

In the UK:

It is illegal to take a hedgehog from the wild and keep it as a pet.

It is legal to keep a specifically bred African Pygmy Hog as a pet but......

it is illegal to abandon it in the wild assuming that it can cope as well as the wild species.