Best small pet?

Most small animals are better for just observing. That's why they are often the "pets" of young children (with Mom doing all the work). Some will accept some stroking or petting IF you know how that animal likes to be petted, others would prefer to be left alone. People tend to treat small animals like babies when they are adults with lives of their own. A gentle cat might suit you better than a hedgehog and it would be far easier to get veterinary care for if needed.

Hedgehogs are a lot less likely to be cuddly, many are a bit nippy. I would say if you want a more cuddly small pet, go for the two rats. Rats make great pets, and love to interact with their humans and explore.

You can't beat rats, they are smart and love to socialize. Hedgehogs scare awful easy and really prefer having their feet on the ground. A bit spiny for cuddling though and a but of a learning curve to do well with them.

You might consider guinea pigs, they are sweet as can be if you bond with them correctly.

Guinea pig

hamster

Rabbit

Squirrel