This picture was taken recently in my garden. This hedgehog has been a constant visitor along with a couple of others over the past few weeks. I leave dried mealworm out for them along with fresh water. You can also feed them dog or cat food (not fish based), crushed cat biscuits or chopped boiled eggs. You can also buy prepared hedgehog food from pet shops.
Never feed hedgehogs milk as this can cause diarrhea.
If you have a pond ensure there is a way out if one should fall in. Many drown in garden ponds because they cannot get out after falling in. Check your garden before mowing or using a strimmer. These are major cause of death and injury to hedgehogs. Check compost heaps before forking, just in case a hedgehog is resting there. Check a bonfire pile before lighting Slug pellets can poison hedgehogs and birds. Use them as a last resort. There are wildlife friendly options. If you have no option put the pellets under a slate so they are not accessible to the hedgehogs.
More info about hedgehogs here: