Where do hedgehogs hibenate
This depends on whether you are talking about Pygmy Hedgehogs bred for the pet market or wild hedgehogs found in Europe, Asia, Africa and New Zealand.
Pet Pygmy Hogs must not be allowed to hibernate under any circumstances. They are likely to die if they do and the very act of them hibernating means the temperature is too cold for them.
Wild hogs hibernate in different places, at different times and for different reasons. They will usually build a nest, either in a hole, under a shed or in a specially provided hedgehog house. This nest is called a hibernaculum and tends to consist of dry leaves, hay, straw and anything else the hog can find. Some nests have been found to contain sweet wrappers.
Hibernation starts at different times depending on the size of the hog, the availability of food and the weather. The hog needs to build up its brown fat to a level which will support it throughout the long sleep and they lose roughly a third of their body weight while they sleep. If the brown fat levels run out, they wake up and will come out looking for food. If they find nothing and the ground is frozen, preventing them from digging, they starve to death.
There is a particular problem in Europe with hedgehogs being born too late to be able to put on enough weight to hibernate successfully. Litters are being found as late as Christmas. None of these little ones would survive by themselves. The recommended weight for a hog to hibernate is 600 grams, any less and they need to be taken in and overwintered, releasing in April or May.
People can do a lot to help by leaving cat/dog food and water out all year round so the local hog population know where to come in times of need.