Steppe lemmings live in
colonies in the wild, and prefer to have company regardless of their
current domicile. That being said, they are also prone to aggression in
many circumstances. The best bet, apparently, is one male and as many
females as you like, assuming you give them enough room to feel comfy.
If they feel crowded, they'll set about driving away or killing the
excess population. Not good news if they live in an enclosed area the
way most people keep pets.
The good news about their social lives is that they can become quite
attached and social with humans. They recognize "mommy" or "daddy",
climb excitedly onto your hand, and may gaze lovingly into your eyes.
That's what I like to think anyway. What they're really thinking is
beyond me, but they do look at me with great interest. Social animals like steppe lemmings are wonderful this way, as compared with solitary animals like hamsters who are mainly concerned that you deliver dinner on time.
Tiny though they are, they need more space than you think they do to be
happy. A large tank with deep substrate (shavings plus lots of hay) is
generally recommended. They construct a network of runways in the
substrate.
An alternative we are
experimenting with is building multi-level houses out of scrap lumber
and held together with white glue. This expands the usable square
footage of an aquarium and is a huge hit with our boys. They seem to enjoy climbing about the various levels, and build a cozy bedroom nest in one of the "rooms".