This toy is a vibrating egg that can be activated by touch. This is a children's toy, available for a few dollars in many toy stores. Essentially, it's a Ping-Pong ball with a light inside it. When you pick it up, your hand touches two metal strips on the bottom, and it lights up and makes a sound. You'll need a ghost ball, a solid-state relay, some fine wire, and the sex toy.
Construction is straightforward.
First, pry open the ghost ball. Inside, you'll find a small circuit board with a little red light on it. The circuit board is held in place by the two strips of metal that act as contacts. By prying out the two strips of metal, you'll be able to remove the circuit board. There is a small speaker in the toy, connected by wires to the circuit board.