I'll start basic - and if anyone thinks I miss anything - please feel free to chip in, add extra or even a different opinion if you think there's a better way - but here's a bit of info that may help you!!
Having found your cameras user manual
here. I had a look through its options and features. It seems quite well spec'd - so a good camera choice!
To put it simply - when it's dark - you have a lot less light to fill a picture with - and there are a couple of things to bear in mind.
When you take a picture in a normal level of daylight - these things that we normally take for granted are:
* ISO
* Shutter speed
* Aperture
Three complicated terms

Of which we'll start by looking at ISO.
So what's ISO? ISO stands for the International Standards Organisation, who developed a scale to show how sensitive film was to light. It's commonly referred to as the 'film speed'. Back in the days of real film cameras, when you went to Boots you'd normally find the following three speeds of film:
ISO 100
ISO 200
ISO 400
and sometimes others. ISO generally went down to about 25, and up to about 3200:
The scale was:
25
50
100
200
400
800
1600
3200
(Can anyone spot the pattern?) The lower the number - the LESS sensitive to light the film was (So good for bright sunny days) - the higher the number the MORE sensitive to light the film was (So good for darker evenings). And again although there was the odd exception, the quality of the film, and the pictures produced was always better at the 25 end rather than the 3200 end. Pictures taken with ISO 25 were far clearer, and could be enlarged more, but needed more light, than those at 3200. 3200 always had a grainy feel to the pictures. Most people tended to stick with 100, 200, and 400 - although few knew the difference. These settings have been digitally transformed to modern filmless cameras

Unfortunately at the moment - the graininess at high ISO speeds has transferred with it... I'm sure technology will soon catch up though.
So from this we can see that the higher the ISO - the darker the environment can be - allowing us to take pictures in lower light - however we also then lose some of the quality of image as we move up this scale.
In terms of the Sony - according to the instructions you have 4 options:
* Auto
* 100
* 200
* 400
It's a shame it didn't stretch a bit further to say 1600, but for now let's see what results you can get with the settings available.
So the first thing to do for your night time photography is to change your ISO setting to 400. To do this on the Sony - it appears as though this is what you do:
Turn on the camera, and select your mode to 'M' on the big dial at the top back of the camera. Then, on the bottom back of the camera you have the little round button surrounded by four directional buttons just to the right of the screen. Just under it to the left there is a 'Menu' button.
Hit the 'Menu' button - then use the left and right directional buttons as mentioned in the last paragraph to scroll through the options. According to the instructions I am looking at, you'll eventually hit 'ISO'. Press the centre button between the directional buttons to select. Then use the up down buttons to choose your speed (400). And then finally 'Menu' button to exit and save.
You have now set your camera to ISO 400. (Well done if you've gotten this far)
From our list of ISO, Shutter speed and aperture - we've looked at the first one. So what's shutter speed and aperture? If you look into the lens of your camera - you will probably make out some greyish coloured blades of metal all stuck together inside the glass. This is the part that opens to let your picture into the camera. There is a bit more to it than this depending on the camera - but we'll keep it simple for now.
When you take a picture - these metal blades open to let the picture in - as we've said. These blades normally open to create a circular gap - and the gap can be bigger or smaller depending on the light levels. The bigger the circular gap - the more light it lets in. Therefore in terms of a bright sunny day - the hole can be quite small, but on a dark evening, the hole needs to be a lot bigger. The shutter speed determines how long the hole stays open for. On modern cameras you tend to get anything between several seconds and several thousands of a second.
In terms of the aperture - having it set to a larger or smaller hole also has another effect on your picture. This is something called depth of field. If your aperture hole is wide open, then your depth of field is quite limited, whereas if your aperture hole is closed right down, your depth of field is quite large. Depth of field - is how much of your picture will be in 'focus'.
If there's a straight line of 10 garden gnomes in front of you, each spaced two inches behind the other one, and you focus on the middle gnome, at F2.8 (a wide aperture) you'll probably find that just the middle gnome is in focus - and everything else is blurry, once your picture is taken. If you adjust the aperture to a smaller hole (something like F16) and take the same picture again, focussing on the middle gnome, you'll probably find that this time the two gnomes in front and the two gnomes behind will be much sharper, although the ones at the extreme ends of the picture will still be blurry.
The further you close your aperture - the more that will end up 'in focus'. Of course this sounds great - but as you close the hole - less light gets in - and so we end up needing longer shutter speeds, which in turn if we're not careful leads to camera shake and blurry pictures!
Now on a nice sunny day, the aperture (hole) can be quite small - and the shutter speed quite fast - allowing lovely pictures. As the light falls, the camera will compensate by increasing the size of the aperture and increasing the length of the shutter speed. The downside of increased shutter speed is that once you get below about one hundredth of a second you begin to risk 'camera shake'. No matter how focussed your subject is, the human shaky hand takes over, and the pictures come out all blurry. So for this reason, evening pictures are best taken when resting on a solid object (like a tripod).
On your Sony - you have Manual settings available to you - and here with your hedgehogs you can practice!! You will have already set the camera to ISO400.
When the camera is set to the 'M' setting on the big wheel - press the centre button between the 4 directional buttons, and your camera will enter manual setting of exposure mode.
The left right buttons change the size of the aperture (the hole for the light to get in).
The up down buttons change the shutter speed.
So to start with - I'd recommend a wide aperture (big hole) although the depth of field will be limited, so your focus will have to be on the hedgehog - not somewhere else
The apertures will be in numbers like 2.8, 3.5, 4.6... The lower the number - the bigger the hole - I think the lowest you can get to at widest zoom is 2.8, and at longest zoom is 4.6. (The lens when it zooms doesn't allow the aperture to open as wide in most cases - so you'll find that if you have it zoomed fully out - you get 2.8 - and as you zoom in it changes to a higher number - this is normal).
In terms of shutter speed - it will depend on whether you will be hand holding or resting on something like a tripod, window sill, or even a thick stick! If you are going to hand hold - your speed can't really drop below one hundredth of a second otherwise you'll be blurred like a night out on the town after 20 beers.
I'd recommend getting yourself a monopod, but until then - get a big thick stick that you can rest on the ground and balance the camera on top...
With your high ISO, wide aperture and longer shutter speeds (try around 1/25th of a second) try taking some pictures in your garden at night, and see what results you get. It's hard to judge here - as I can't see how much light you actually have at night in your garden.
If at these settings the results are not acceptable - then you'll need to use the in-built flash to help illuminate the scene. Remember though, the majority of built in flashes are not designed for long range photography. How close can you get to your hedgehogs? If it's close enough then try the flash and see what results you get as well.
So here's a starter answer to your question - there's a lot of info in it - and I could go on - but see if you can get your head around this lot to start with....
Once you have finished with your night shots - you can go back to AUTO ISO if you prefer, and back to point and shoot mode 'P' if you're happy with the results - but hopefully these steps will bring a little more understanding as to how the internals of your camera works, along with an explanation of a few jargon terms.
Hope that helps - let's see some pictures of hedgehogs!!