Technically speaking, dinosaur eggs are trace fossils, the category that also includes fossil footprints. Very rarely, fossil embryos are preserved inside dinosaur eggs. Another piece of information derived from dinosaur eggs is their arrangement in nestssometimes they are laid out in spirals, sometimes in heaps, sometimes they are found alone.
We don't always know what species of dinosaur an egg belongs to. Dinosaur eggs are assigned to paraspecies, similar to the classifications of animal tracks, pollen grains or phytoliths. This gives us a convenient way to talk about them without trying to assign them to a particular "parent" animal.
These dinosaur eggs, like most on the market today, come from China, where thousands have been excavated. My colleague Bob Strauss, the About.com Guide to Dinosaurs, has a nice article with lots more about dinosaur eggs, plus a gallery with more pictures.
It may be that dinosaur eggs date from the Cretaceous because thick calcite eggshells evolved during the Cretaceous (145 to 66 million years ago). Most dinosaur eggs have one of two forms of eggshell that are distinct from the shells of related modern animal groups, such as turtles or birds. However, some dinosaur eggs closely resemble bird eggs, particularly the type of eggshells in ostrich eggs. A good technical introduction to the subject is presented on the University of Bristol "Palaeofiles" site.