Most Dugway geodes are a rhyolite shell lined with beautiful blue agate and covered with a layer of quartz crystals or druse. They fluoresce a beautiful bright green, due to uranium trapped inside the quartz and agate. Occasionally you'll find a bright red or orange spot or even a blue grey.
Thundereggs are a rhyolite shell filled with agate, jasper, and/or crystals. The basic difference between thundereggs and geodes are that geodes are hollow and thundereggs are solid. Both have rhyolite shells; both were formed in air bubbles created by volcanic activity.
There are many theories on how thundereggs were formed; some are wild guesses and a lot just don't make sense; this link will take you to the world's foremost authority on thundereggs, Paul Colburn the "Geode Kid" of Deming, New Mexico, owner of the Baker Egg and Blue Sky mines: