Congratulations on your new visitor, New Visitor! Hedgehogs are incredibly fussy about where they choose to live. Where have you put his new house? A quiet corner in the shade and sheltered from strong winds is preferable. Give him a start by putting some dust-free hay in it or torn up newspaper and then see what he thinks of the house then. Once you’ve done that, keep an eye on the entrance for signs of disturbance. He may however be more than happy under the shed and they are most reluctant to do what you want them to do because hedgehogs ‘always know best’, even when they don’t. Arrogant little beasts!
Foodwise you’ll find masses of posts about that on here. My lot prefer Spikes Dinner available from pet shops and garden centres (or online) but others report that their hogs won’t touch it. Other proprietary hogs food are available. Other than that, cat or dog food in jelly (not gravy) and not fish will be most acceptable to the little terror. Just a shallow dish of it and see how it goes. Don’t be tempted by mealworms, they are not good for hogs.
Most important of all is a supply of water. And more water. Again a shallow dish is perfect and one that they can’t easily tip over (they are expert at tipping dishes of water). I use plant pot holders. Small dog/cat bowls are good too.
Lastly, welcome to your new addiction!