Hedgehogs are generally considered to be nocturnal, which means "awake at night" or crepuscular, which means "awake at dusk and dawn." This does not mean that you will never see your pet hedgehog if you are not a night owl.
Our experience is that our hedgehogs are most active after sundown to around midnight, then many take an extended nap, waking up an hour or three later to stay active until about 6 or 7 in the morning. They will generally wake once or more during the day to get a drink, eat a bite, run a few laps, and then settle back down to sleep.
Most pet hedgehogs will be grouchy at first, when you wake them up during the day. You really can' blame them- I'm pretty grouchy when woken from a dead sleep, too. Once the hedgehog realizes that it is safe, most will calm down and take the opportunity to eat, drink, explore, and then look for a place to sleep after they have had their fill. This is a great time to provide a hedgebag in your lap for some quiet bonding time!
There is one thing I would caution when you wake your hedgehog up during the day. Just like most humans beeline for the bathroom when they wake up, hedgehogs often have to heed nature's call when they first wake up. If you want to avoid a messy oops, let your hedgehog run around in the cage until after it has done its business or watch carefully for signs that it is about to go, so you can avoid getting a very smelly present.
If you would like to increase the chances of your hedgehog being awake at a consistent time during the day, feed and water your hedgehog at the same time every day. Talk to the hedgehog while you are approaching the cage, giving clean water, and giving fresh food. Over time, many hedgehogs will learn to either wake up at the same time each day with the expectation of food or to wake up when they hear your voice. Some hedgehogs will learn to do both!