Self-anointing follows a consistent sequence. The hedgehog licks or chews something pungent, produces copious frothy saliva, then twists its body and flicks the foam onto its spines with its tongue, sometimes for many minutes. It is seen in wild and captive animals, in adults and in young hedgehogs before their eyes open, which suggests the behaviour is innate rather than learned.
Triggers are varied and often unremarkable: leather, tobacco, soap, certain plants, toad skin. That variety undercuts simple explanations. Proposed functions include masking scent, applying toxins from toads or plants to the spines, cleaning parasites, and something related to sexual signalling, but the evidence for each remains thin.
The cleanest statement available is that the behaviour is well described and its function is unknown, which is unusual for something so easy to observe. Separately, the widespread garden practice of leaving out bread and milk is harmful, because it causes diarrhoea. Meaty pet food and a shallow bowl of clean water are the standard advice.