Dear Canniffe,
Since there is no parish called Ridge in Shropshire, you can assume this is probably a small area or even a single home. In my research, I came across a place called Ridge, Shropshire. After some digging, I came across a place called Ridge in the large rural swathes of the Parish of Ellesmere in County Salop. You can see this on a map:
http://bit.ly/nnP5CEIt is now in the parish of Welsh Frankton.
Searching the IGI, I notice there a number of Teggins and variants born in Ellesmere in the 1780s, but no Martha. One reason for this could be that the register for Ellesmere is in poor condition. However, there is a transcript of this register which was made quite a long time ago at Shropshire Archives and seems to have transcribed entries that are illegible in the registers.
However, I have just done a search of the IGI and there is b. 26 Sep 1785 & bpt. 19 Aug 1785 for a Martha, d. of Edward & Sarah Jeggin. This is presumably the same as the couple Edward & Sarah Teggen listed in other entries. If you look up the original entries, you will no doubt find they lived at The Ridge.
By the way, Teggen is not a local name. This line is probably from the Teggens that came from Hope, Flintshire. There is no IGI coverage, so to research you will need to head to Ruthin Archives.