The African pygmy hedgehog, or four-toed hedgehog, can be found across much of Eastern, Western, and Central Africa. They weigh in between one and two lbs. and are seven to nine inches long. Did you know African pygmy hedgehogs are actually nocturnal? This means they sleep all day and are active during the night! African pygmy hedgehogs have been observed to be very solitary in nature. These nocturnal animals are known to avoid individuals of their own kind and even other African hedgehogs. When these guys feel threatened, they contract a series of strong muscles and curl into a tight ball with the quills sticking out in all directions.