According to Vassmer, the name ёж is like the name медведь (med-VED', "bear") because it is a cyper, in this case meaning "snake eater."
If you look at the Vassmer entry on ёж you, too, may notice something I found strange at first. He says that the Russian name for hedgehog also gave us the word for blackberry - ежевика (ye-zhe-VEE-ka), a spiny hedge if I ever met one! Perhaps hedgehogs got their English name not because they waddle around under bushes, but because they are spiny like hedges.
Thinking about spiny hedges reminded me of the Czech hedgehog, an anti-tank obstacle from WWII.
In parting, here is a Russian hedgehog doing what all Russian hedgehogs are supposed to do when no one is looking - carrying mushrooms on his quills: