Can I bring a hedgehog in from outside and make him a pet

You can try to catch one and make it a pet. Keep in mind that hedgehogs have sharp quills although they don't have the barbs that porcupines do. If you pick up a wild hedgehog it will be frightened and probably roll into a ball with its quills sticking out. It might be a good idea to pick it up with a heavy towel to avoid injury. Do all your research beforehand on the care of hedgehogs and prepare a cage. With patience and kindness and the right food, you may be able to make him/her a pet.