Hello, and thank you for your question. Possible causes of itching in hedgehogs include dry skin, mites, bacterial infection, or ringworm.
I'd recommend starting with a vet exam, who may be able to help pinpoint a cause by physical exam alone. They will likely recommend a medication for mites, even if none are seen, as mites are a common cause of itching.
In the meantime, you can try supplementing Gummy's diet with a bit of omega 3 oil in case dryness is involved. I'd also do a thorough clean of her cage, accessories and bedding in case of mites, although this won't be effective in itself - we'd need to treat Gummy with medication from the vet as well.
I hope this helps, and that Gummy is feeling better soon!