Hi Kirstykat
Great news that you have a hedgehog in your garden! Yes, they can be quite shy. It’s best to just leave water (and food if you decide that’s what you wish to do) out for them and let them continue to be otherwise wild hedgehogs. It isn’t the best idea to encourage them to become accustomed to humans – sadly humans don’t all love hedgehogs. Wide but shallow plant saucers are ideal for offering water in. If a bowl/saucer is too small, they are very good at tipping them up!
If you do decide you’d like to offer the hedgehogs supplementary food, the things to offer are cat, dog or hedgehog food. Don’t be tempted to feed them any other ‘treats’. Supplementary food is treat enough for them and there are so many other things which aren’t good for them so best to stick to cat/dog/hog food.
Good luck. I hope the hedgehog continues to visit and maybe some others too.