You would not be able to keep breeding relating mice together so if you are "happy having babies" then get some young animals!! Continuing to breed related animals is detrimental to their health and the wellbeing of the parents!! Even having room you wouldn't be able to keep up with the rate they breed at. Mice can have between 5 and 20 babies per litter, can become pregnant from 4 weeks old and are capable of falling pregnant as soon as they give birth to one litter. So if you were to have a pair of mice, first litter being 20 (first litter is most likely to be the largest) then say a majority are female, each female could have a further 20 - you could end up with hundred's in a very short space of time!!! And just like ordinary mice they can be hard to introduce as they get older if you try separating them and then reintroducing them to others of the same sex when they are older!
Pygmy mice are very fragile and remarkably fast and you would need (in all likelihood) something like a viv to keep them in as even when full grown they aren't much larger than a 2pence which means they can get out of the tiniest of spaces. I've never owned any but from the research I've done on mice most mice owners don't recommend them unless you are very experienced with ordinary mice. And due to their fragile nature you won't be able to handle them.
If you do decide to go for some make sure that you do plenty of research first (there is a lot of information available about them online) and if you do get them bear in mind that it may be best to get them from some one who has an already sexed pair or group which are all the same sex so that you don't end up hundreds of babies.

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Run free my beautiful rainbow babies. I love you.