Occasional sneezes are normal.  When you consider the amount of exploring
that hedgehogs like to do, in combination with just how busy that little nose
is, it's pretty easy to understand that the result will be an occasional
sneeze.

Extended sneezing fits, or nasal discharge, however, indicates a problem, and
a trip to the vet is in order.  This can indicate anything from a respiratory
problem, to a bad cold.  In most cases, the treatment will consist of
antibiotics, which usually help beat the problem in short order.