To make a soft snugly egg for your dragon you'll need two 8.5" x 11" pieces of fleece. You can use a piece of paper as a template.
With the two pieces together fold them in half and draw half of an oval:
Cut along the line and unfold your pieces. That sew all the way around, you do not need to leave any opening for turning, you'll take care of that in a minute.
Now take your egg and fold in one edge seam to seam, it'll end up looking a bit like a pita pocket.
About 1/3 from the top of the egg cut a zig-zag from the fold to the seam.
Flip it it right side out and ta-da! You have an egg, enjoy!