A water wiggler is a childrens toy, also called a water snake. It is like a cylinder water balloon that rolls through your hands quickly. They're usually about $1. I can get them sometimes from a local dollar store. They are good for putting the termometer indicator in the middle of it, and it will give you a more accurate reading of what the temperature probably is inside your egg - rather than air temperature.
That said, they're only good for one incubation. The water evaporates out of them and they're not good for long. I stopped using them. someone else on here has a thread for DIY ones. She took ziplock bags, put some water in them, double or triple bagged it and folded it over and put rubber bands or hair ties around it to hold it in place with a thermometer probe in the middle. That does the same thing.
