The hedgehog can make attacks as an animal
While it lacks natural weapons, hedgehogs (like humans) still have recourse to the use of Unarmed Strikes, should they choose to employ them. Such strikes deal whatever the GM decides '1' reduces to when lowered by one step for normal hedgehogs, or 1d2 for a first level hedgehog monk.
The hedgehog does also get extra attacks as a familiar, but only kind of
Animals, for whatever reason, get lots of weird prohibitions against things. For example, the typical hedgehog, even should it decide to spend its sole feat on Cosmopolitan is nonetheless incapable of speaking-- though it remains able to comprehend the languages chosen. More relevantly, animals are barred from using more or less any manufactured weapon at all, though they get proficiency in all types of armor more-or-less for free.
Magical beasts, however, have no such FAQ-errata-based restrictions nor benefits. A familiar, as a magical beast, could certainly wield, with a non-proficiency penalty, any manner of weapon it felt like and had access to, just like any other non-animal creature.