They're pretty basic to keep to be honest! Not huge climbers unless there's a big shelf with a nice big ramp, so large floorspace, well ventilated cage - the large indoor rabbit ones are ideal, and around the 4 x 2 mark. Keep singley generally speaking. I feed good quality dried cat food and dried mealworms, with live mealworms and the occasional hopper as a treat. They're quite intelligent / inquisitive, like toys and new things, but have to be careful with toys that it's not something they can get their feet stuck into. Mine love empty toilet roll / paper towel tubes. Give them a nice secure nesting area with shredded newspaper or I use a towel. Although I don't know about "litter training", mine all go to the bathroom outside the bedding area in a specific area of the cage which makes it easier to clean. They do smell, like all rodents, but if you keep the cage clean and well maintained then it's no worse than rats or mice. They will drink from a water bottle. Handling wise they can huff and they do have spines, if they don't want you to pick them up you're not going to do it without gloves - they hate being touched on the front of the face, but a a well socialised hog from a young age (best to get them around the 8 weeks mark), is going to be relatively tame and handleable. When picked up even if they ball up curiosity usually gets the better of them and they're soon running about!
Not sure what else to say really, some information on keeping hedgehogs here
African Pygmy Hedgehogs as Pets - Hedgehog Basics and Hedgehog Care