A hedgehog is a spiny mammal in the subfamily Erinaceinae and family Erinaceidae. There are 17 species in five genera, found in Europe, Asia, Africa, and introduced in New Zealand.A hedgehog is a spiny mammal in the subfamily Erinaceinae and family Erinaceidae. There are 17 species in five genera, found in Europe, Asia, Africa, and introduced in New Zealand.