There are several ways to go about making a lightweight
sphere or other shape from polymer clay.
One way would be to use a permanent armature
--like a tightly-wadded 3-D shape of aluminum foil, or certain kinds of plastic (including the rubbery plastic fake eggs, or various kinds of ps foam, or ping pong balls).
There are also removable armatures
which can be used (removed after baking)to create a hollow item as long as there is some way to remove or drain out whatever was used (real eggshells--dissolved out with vinegar, cornstarch paper-based clays, wax, even foods that soften when baked, etc.).
The other way to make a hollow item from polymer clay is to create each half of the item over a form
(anything of the right shape, for example, a ceramic egg or a steel ball, a lightbulb, fine metal mesh, or a papier mache form, etc., etc.).
Then you'd bake the halves, sand the edges of each even, then join the two halves together. You can also create the halves on the inside of a form but it's more often done on the outside.
If you want to make an egg in particular, you'd probably just want to use a plastic egg underneath, or "cover" an eggshell, or cover the eggshell then dissolve it out with vinegar. There's loads of info on doing eggs in those ways on this page at my site:http://www.glassattic.com/polymer/eggs.htm
And these pages have more on making hollow beads and similar items, "covering" various types of items including polystrene foams--which will often shrink, and using permanent and temporary armatures and forms:http://www.glassattic.com/polymer/beads.htm
(...click mostly on Lentils
, under Hollow
(...click on Left Under Clay or Removed
, under Plastics