Hedgehogs make a variety of sounds as part of their way of communicating. Each of these sounds has a different meaning.
Happy, content hedgehogs make a gentle purring sound, not unlike that of a cat. Happy hedgehogs also make a snuffling sound when they are enjoying exploring their environment.
Hedgehogs that feel threatened or want to be left alone will let you know by making a hissing sound. They will sometimes make a clicking noise as well.
A puffing noise or snorting means the hedgehog is uncomfortable in a situation and is a bit nervous about what is going on.
Hedgehogs occasionally scream when they are in pain, or are extremely frightened or upset.