My first hedgie was sold to me as being a girl. Once I learned a bit more about hedgies, I found out that was definitely not the case!
When I went to get my second hedgie, also supposed to be a girl, I had to pick another one from a different litter because... you guessed it, the one I was being offered was also a boy.
And this happened to other people as well, so I decided to put a little guide here to help you figure out the gender of your hedgie.
It can be summed up like this: if you see a very obvious "belly button" at the centre of his stomach: that's a boy, and that's not a belly button, that's a penis sheath.
Females have two openings that are very close together with no space between the two. These openings are located right in front of the tail.
Unless you have a particular preference, the gender of your hedgie will not make much difference.
I have had several of each gender, and while each hedgie usually has their own personality, sex does not seem to influence it.
As mentioned on my care sheet, hedgehogs are solitary and do not like company, so unless you are planning to breed them, having a pair (and therefore choosing specific genders) is not recommended. If you are planning to breed them, you will need a cage for each, as a breeding pair cannot be kept together other than for the actual mating.
Breeding hedgehogs is a bit of a tricky business and you will need to research the matter thoroughly before deciding you want to do so. It is best to be experienced in hedgehog keeping beforehand.