How can I get my hedgehog to be less skittish?

I adopted a hedgehog over the weekend. He's 6 months old, which I know is a little old for bonding. I don't think the people who had him before me took the time to handle him. At the slightest movement, he gets upset, curls into a ball, shakes and makes that noise like a deflating balloon. The other night, I was in my hallway, talking to my neighbor, and Bowser (my boy) was running all over me, and playing. But, it seems like it was just that one night. Because now he's completely reverted back into his skittish self. I have a cat, who wants to be his friend, and a ferret who climbs all over his cage (even when I cover it) to see who's in there. I'm sure that's terrifying for him, too. Really nosey animals I live with! Any ideas how to make Bowser a happier,more comfortable hedgehog? Thanks!