Enter the Lava/Volcano cave and then, enter the lavender colored cave with crystals (in the lava cave), survive all the bugs and Magmasaurs and at the end you'll find a lava pool in the middle of it you find the eggs. You'll need a creature with high speed and health or VERY, VERY high health and speed if you're gonna go there without a creature. Good luck surviving the lava! (because the eggs are in a very small pool of lava surrounded by rocks surrounded by lava!) Good luck getting the egg AND surviving lava!!!!!! (Pretty hard if you're new to ARK, Trust me...)
If you get too close to a wild one that used it's special ability (a charge that will set it on fire and aggravate nearby dinos) it'll display a message saying "getting hot! Stay away!!!!" and that will set you on fire. Don't approach unless you know you're prepared.