There is no light inside but it sure looks like there is.
I made this little fellow a couple of years ago but I thought that I would dust it off for an Easter Project. I used translucent clay around an egg and then removed the shell by filling the egg with vinegar and waiting a couple of days until it devolves.
For light eggs you can hang in a tree or palm you might want to have a look at my free tutorial on how to cover eggs. And if you what to know how to blow eggs, I have a tutorial for that too.