The short answer here is, probably not.

The main reason for being allergic to cats is because of the dander, not the
hair.  When a cat 'bathes' itself, it deposits a coating of saliva over its
fur.  It is this coating turned to an extremely fine dust that is the cause
of most allergies to cats.  While hedgehogs do not generally do this (other
than when self-anointing [7.1]), it is not inconceivable that a person could
be allergic to almost any animal.

I would suggest that if you have severe allergies to cats (or any other
animal), you find a friend who has hedgehogs and visit them where they keep
their hedgehogs to see whether any reaction occurs.  Note: if your allergic
reactions are serious enough, you may want to discuss it with a doctor first,
and/or take precautions in case a reaction occurs.

In almost every case I have heard of where a person appears to be allergic to
a hedgehog, the actual culprit is often the bedding, rather than the animal.
Most forms of bedding are dusty to some degree or other, and are much more
prone to causing problems than the hedgehogs themselves are.  If you suspect
this might be a problem to you, there are various forms of bedding you can
experiment with (such as products like CareFRESH, astroturf, or even good old
fashioned dirt or gravel) that have much lower levels of dust than most wood
fibre bedding products.