Coexistence of a new-type antiferromagnetic (AFM) state, the so-called hedgehog spin-vortex crystal (SVC), and superconductivity (SC) is evidenced by $^{75}$As nuclear magnetic resonance study on single-crystalline CaK(Fe$_{0.951}$Ni$_{0.049}$)$_4$As$_4$. The hedgehog SVC order is clearly demonstrated by the direct observation of the internal magnetic induction along the $c$ axis at the As1 site (close to K) and a zero net internal magnetic induction at the As2 site (close to Ca) below an AFM ordering temperature $T_{rm N}$ $sim$ 52 K. The nuclear spin-lattice relaxation rate 1/$T_1$ shows a distinct decrease below $T_{rm c}$ $sim$ 10 K, providing also unambiguous evidence for the microscopic coexistence. Furthermore, based on the analysis of the 1/$T_1$ data, the hedgehog SVC-type spin correlations are found to be enhanced below $T$ $sim$ 150 K in the paramagnetic state. These results indicate the hedgehog SVC-type spin correlations play an important role for the appearance of SC in the new magnetic superconductor.