Chickens like to lay their eggs with other eggs - safety in numbers perhaps. Using nest eggs encourages them to lay their eggs with the nest eggs (an egg will attract more eggs) but with chickens being the bird brains they are they will sometimes see a rock as a nest egg.
We have used golf balls and ping pong balls as nest eggs but I finally invested in the ceramic eggs because they look so real. In fact, my husband and daughter frequently bring them in with the eggs so I had to mark them and I still find myself washing them because they end up in the cartons when they collect eggs. Fortunately they don't make it to the fridge or the incubator because I can tell the difference.