Okay..okay..

luckies gave some good advice on hibernation. If you find your hedgehog less active than normal and it's stomach is cold, put it in your shirt and onto your stomach. The warmth should wake it. You don't want to shock the body with heat.

As for food, it is all up to you. Since hedgehogs do not look good on coats, not much dietary research has been done on them. They need foods with high protein and low fat. The first 5 ingredients should contain chicken and/or turkey with no corn products. It should not be preserved in ethoxyquin, as it can be fatal to them. (Don't use Iams, it causes liver cancer and is preserved in ethoxyquin).
Nutro is a fairly decent food, but the 2 foods that I use and recommend are Chicken Soup For The Cat Lover's Soul and Royal Canin Slim 37 or 38. Adding a little hedgehog food doesn't hurt (No Vitacrap). I add 8n1, simply because it is made specifically for hedgehogs.
They get a lot of protein from mealworms, but they should be limited to a few a day; they are quite fatty. They can have as many crickets as they want. Most of the treats luckies has listed are good for hedgehogs. All meat should be cooked! I cannot stress that enough. I only give treats that have some nutritional value. A feeder goldfish every once in a while doesn't hurt either

Aspen and Carefresh are good for bedding, but not all pine is harmful. Just make sure the pine is kiln dried You can also buy a vellux blanket and use that as bedding. Just throw it in the washer everytime you clean the cage. (You may want to litter train it before using vellux, either that or, some people get up every morning and pick up the stools).

I do not recommend using an aquarium, as it does not allow enough ventilation for them. Multi-floored cages are also a big NO! I have heard several horror stories about hedgehogs falling off of ramps/ledges and dying. They cannot jump!
A lot of people use sterlite tubes. Cheap and effective.
Another good caging idea are the storage cubes that many people use for rabbits/guinea pigs. I just recently switched to them and am very satisfied. My girl has a palace now They are cheap and you can make the cage as big as you want. I was using 3 sterlite tubs, connected with pvc pipes, as her cage.

I think that water bowls are preferred. It is much more similar to a water hole in the wild and hedgies have been known to bite the end of the water bottle and break their teeth. Yes, a bowl does collect some pieces of bedding material and SOME hedgehogs may use it as a litter dish occassionally, but the water should be changed frequently anyway, right?

Most hedgehogs are not like other pets and will not adjust to your schedule. They are strictly nocturnal. Hedgebags are good idea for their cage, a wheel also. They love to play with toilet paper tubes (cut down the middle, so their head will not get stuck), cat balls with bells, little toy trucks, you name it. Never put in anything that they can ingest. PVC pipes are also a good idea.

Many hedgehog owners do just feed cat foods, as it fits their dietary needs best. I think that using a mix as their staple diet is a much better choice. I don't recommend kitten foods and there are not many quality hedgehog foods out there. Again, I suggest Chicken Soup and Royal Canin. I don't think Felidae matches up even close to Chicken Soup

Annointing is a very weird thing to see! My girl likes to annoint with Doublemint or Winterfresh gum lol. Only some hedgehogs annoint, so don't think it's odd if yours doesn't. Oh, and I gotta say, I've never heard it called anting.

I also recommend that you go to CnQ.
Good luck!