When it comes to other household pets, African pygmy hedgehogs have an advantage over other small pets due to their extraordinary defense system!
Hedgehogs and Other Pets
Whether or not hedgehogs get along with other pets will depend a lot on the characteristics of the other pets in the house and your hedgehog. As well, any interaction between your hedgehog and other household pets should be carefully supervised, especially in the beginning. But generally speaking, African pygmy hedgehogs are pretty well-equipped to defend themselves from other pets and seem to tolerate other pets quite well. Cats typically seem to quickly develop a healthy respect for the quills of a hedgehog, and keep a respectful distance.
Dogs, too, are generally quite wary of the hedgehog's armor, though care must be taken with large, boisterous, or highly prey-driven dogs, who could quickly injure a hedgehog with rough play despite the quills. As for other pets, they seem to get along fairly well with hedgehogs as well. Ferrets might be a bit trickier and more persistent at trying to get at a hedgehog, but chances are they would quickly come to respect the quills, too.
Other small pets are usually not a problem, either. If your hedgehog seems stressed by encounters with any other pets (such as urinating or defecating in fear), then you should restrict contact with the other pets. Also, you should not let other pets harass your hedgehog when it is in its cage. Introductions should be made carefully, preferably with you holding the hedgehog.
Overall, hedgehogs are quite amiable and non-aggressive, which combined with their excellent defense mechanism, makes them a fairly agreeable combination with other pets.