During the summer hedgehogs are very good at eating slugs, snails and other pests in the garden. When tidying up for the winter, we forget that they need somewhere to hibernate. A loose pile of sticks and leaves in a sheltered spot can act as a winter home for them.
Alternatively, you can build a hedgehog home like my sister and her husband did. They have been rewarded with having lodgers for the past two winters. There are lots of plans on the internet. Ones with a hinged lid lets you have a peep in to see if anyone has taken up residence!