This little chap was spotted out self-anointing, you will see him foam at the mouth and starts licking the foam onto his spines.
Self-anointing is still a hedgehog mystery, since hedgehogs tend to do this when they encounter new smells, many believe it is a type of self-defence technique. Similar to how a dog will roll in a dead animal carcass or faeces to mask its own scent (to sneak up on predators), a hedgehog may be doing the same. The difference is that a hedgehog is using the smell to hide from potential predators.
This behaviour is nothing to worry about.