Did some mucking around and found some possibly useful egg info. The progeny within the egg is pre-determined the moment you pick the egg up, so you can save right beforehand if you wanna attempt for a specific gender, build, or coloration. You can cheat and see what gender the egg will be in advance while waiting to hatch by going to the daycare-bunny-girl, and selecting that egg to take with you, and she'll say "She/he is already with you!" or something of the like. If you want the most eggs right off the bat, take the starting perk that gives you waterbreathing.
A finhead egg is on the beach, in a hole in the north-east of it.
A lamia egg is on the far north-east side of the hammerhead port.
A mermaid egg is at the bottom of the large sea-hole at the south-west of the sea map.
An egg within the harvest princess's barn is a drider. To get it, sneak into the princess' room at night, and steal the windmill key from the open flour bag. from there, unlock the windmill, stop it, and after 4 days, the flour bags will be depleted enough to get the egg.
Rarely, and I -think- it is a daily thing (lasts all day, the event rolls to trigger daily), you can find a dragon on the windmill. A female one will offer sexy times, and after, a egg will be left behind. This egg appears to be ANY dragon type/color. I got a green seahorse-dragon (dragon princess 4 type). Other times, a male will be there, which will snap at you as the knight. I presume a female character can do sexy times with em, but I had none in my party at the time.
The other dragon egg source is at the moon festival at desert princess. A desert nomad will sell a single egg for 2000 swirlies. Again, this can be of ANY dragon type and color.
(There's more loose eggs in the game, but haven't gotten to those yet first-hand)
...On that note, are progeny immune to combat sex, or any sex at all other than whoring them at Qhala's? I mean I'd get it for those you made, but found eggs are another thing...