There are several different kinds of wheels out there for a hedgehog, but the big divider is wire mesh or solid plastic. When it comes to choosing your wheel, there are a couple different things to consider.
Wire mesh con? Though we have never had this happen, we have heard a little hedgie foot could get stuck in the mesh. That is the danger with the wire wheel, and the reason they are so shunned on forums and Facebook groups.
Wire mesh pro? The benefit we have found, is that their pee and poo, goes through the wire onto the bedding below. Some poo gets stuck (mostly just residue), and the wheel does need to cleaned occasionally, but the hedgie isn’t running through a swamp of it’s waste every night.
Solid Plastic Con? The poop swamp.
Solid Plastic Pro? Extra safety and being forum safe.
Really, this choice is left up to every owner. I can’t make the choice for you, but I see very sound reasoning behind both options. In the long run, just make sure the wheel is about 12 inches in diameter so your hedgehog has plenty of room to run. A wheel is an extremely important part of your hedgehog’s home. So even if the choice seems hard, just make it. Your hedgehog will be so happy about either option!