When choosing a wheel for your pet hedgehog, you should look for a solid surface wheel with no gaps or holes that could potentially harm their feet. The wheel should also be large enough to allow the hedgehog to run comfortably without arching its back. A good rule of thumb is to choose a wheel that is at least 10-12 inches in diameter for adult hedgehogs, and 8-10 inches for younger ones. It's important to make sure the wheel is sturdy and securely attached to prevent any accidents.