The more places you sew the layers together the more durable, washable and professional-looking is your quilt. So it is good to sew or stich as much as you can, but if you are not experienced the more chance you have to mess it up with uneven ends, bulks etc. since the fabrics can deform or the layers slide on each other. Find an optimum.
I chose to sew next to the seams I already had. It is quite common to do so, the lines of the seams help you keep it straight. The hedgehog part was more difficult, I had to rotate the quilt at every spike but a baby quilt is not that big and it came out quite nice at the end. The middle white part was too big not to have more seams so I sewed two straight ones in line with the squares above and below.