When it comes to protecting hedgehogs, there is usually little danger to them
in the garden, or any other truly natural habitat, from other animals or
objects, as illustrated here by Peter Captijn:

    I have two cats (females), and the garden is frequently visited 
    by many others (males!), but I'm still in doubt whether I should 
    protect the cats from the hedgehog, or vise versa.  The hedgehog 
    usually barges through, whether there is a cat lying in its way 
    or not [gee, that sounds familiar - ed.].  The only risk I probably 
    have, is getting hedgehog-pests contaminated cats.  Hedgehogs aren't 
    bothered easily, they have repeatedly walked over my mother's feet.

That said, there are dangers lurking in many gardens and yards, and dogs can
cause serious injuries to hedgehogs, especially young ones.  Again, here are
some words of wisdom from Peter Captijn:

    Please note that ANY PESTICIDE you'll use in your garden is bound
    to end up in your HEDGEHOG, which means in an alarming rate: NO 
    HEDGEHOG!  Hedgehogs are resistant against animal poisons, not 
    man-made pesticides.  Hedgehogs do not destroy gardens, they do 
    not dig, they only manure it.  They (try to) keep your garden free 
    of pests and bugs.  

One of the worst things by way of pesticides is slug bait.  This builds up in
slugs, which are one of the hedgehogs favorite foods, and hence in the
hedgehog.  If possible, avoid the slug bait and let the hedgehogs do the
slug-removal, or if you must use it, make sure you keep hedgehogs out of your
garden.

Another, somewhat odd problem is that hedgehogs seem to compulsively crawl
into or through things (or at least try to, often becoming stuck).  This
includes cans, plastic rings from drink cans, nets, plastic yogurt or ice
cream cups, and even key-rings.  Why they feel a need to go into or through
instead of around is anyone's guess, but anything a hedgehog can get into, he
will, and if it's possible to become stuck, he will.  Keeping your garden
free of such objects will help ensure the safety of the hedgehogs that visit
you.

Also, pools and ponds present a unique problem to visiting hedgehogs.  Many
man-made pools and ponds have smooth sides, which are too slippery or steep
for a hedgehog, who has accidentally fallen in, to climb out.  One of the
easiest safeguards I have seen for this is to simply dangle a thick rope into
the water and tie the other end off to a stake.  This is usually enough for a
hedgehog to climb out with.  Hedgehogs can swim, and will follow around the
outside of the pool or pond looking for some way to get out.  The only time
they tend to drown is in cases where they get too tired searching for a
non-existent way out.  Another method some people use is to create a wooden
or cloth ramp, with one end floating in the water, and the other end safely
attached on dry land.

As a summary of dangers to hedgehogs, here is a list composed by David Mantle
of some of the hazards that face wild hedgehogs in our modern world.  I've
added a few items and annotated a few others for clarity.

    Below are just some of the hazards that wild hedgehogs in England have 
    to face, as well as surviving hibernation.

    Badgers                         (one of their few natural predators)
    Barbed-wire
    Cars
    Dogs
    Empty cat food tins 
    Fires (especially on Nov. 5th)  (Guy Fawkes Day - fires and fireworks)
    Four-pack ring binders          (plastic holders for drink cans)
    Garden forks
    Gin traps
    Human cruelty, kicking, stabbing etc.
    Metal fencing
    Milk cartons
    Netting
    Paint
    Pesticides
    Plastic cups
    Removed drain covers
    Slug pellets                    (poison used to kill slugs)
    Strimmers                       (weed eaters, string trimmers, etc.)
    String                          (swallowed, or simply tangled)
    Yogurt pots                     (or any other small plastic cup)

    There are just so many things that they can become trapped in.
    -- David Mantle

Hedgehogs truly possess an incredible ingenuity for turning the most mundane
of objects or situations into something with dire consequences for them.  If
there is a way they can get into trouble, they will.  If they can't get into
trouble, they will invent a way.