Pokémon Eggs: Pokémon Eggs can be found at PokéStops and contain Pokémon that you hatch by walking around. Certain eggs will require more steps, so you'd better get moving.

Lucky Eggs: Lucky Eggs don't contain Pokémon but instead are a consumable item that can be bought in the Shop. They double your experience gain for 30 minutes, so use them effectively.

Eggs allow you to double the experience you gain in the next half-hour after use. Can be obtained at pokéstops or bought using pokécoins from the store.

Here's a quick explainer video: