Hedgies are primarily insectivorous. You can base their diet on a combination of dog and kitten food, but it is more often reccommended to go for a formulated hedgie food. Either way, they still need lots of insects too.

Here's a link to a good care sheet with good info on their diet. I would also strongly reccommend talking to the folks at www.chins-n-quills.com about dietary and other needs before getting the hedgie.

http://www.animalsforawareness.org/cs_hedgehog.html