A drilled egg has a hole drilled through the narrow end that you can put a string through, allowing you to pull the egg out when you are done with your practice. Drilled eggs can also be used without a string. Having a string allows you to attach a weight to do weightlifting exercises, or resistance training by pulling on the string.
If you choose a drilled egg, the first thing you need to do before practicing is to string it. We recommend using unwaxed unflavored dental floss because it is hygienic and disposable (and can be ordered online). You can also use a silk thread or a thin fishing line as an alternative.
Choose the drilled egg option if you are more comfortable knowing that you can take the egg out at any time. Also choose the drilled egg if you want to do vaginal weightlifting or resistance training.
Some women prefer undrilled eggs because they are easier to clean after each use. Maintaining physical integrity of the crystal also preserves energetic integrity. If you are comfortable with not having a string and trust that you can expel the egg by command using your internal muscles you may choose to opt out of the undrilled egg. With practice every woman can learn to expel the egg by command.
Remember there is no right or wrong choice. You may choose to purchase a drilled egg to start with, and later when you are more confident in your ability to expel the egg by command, get an undrilled one. Or just buy one of each now and try both!