You can get the goblin eggs during the fight or when you lose the fight, to get pregnant you have to fertilize them with the semen of Werewolves, Harpies, centaurs and Naga(I think this last one can only be one in particular found in the third map) .
At the moment you cannot get pregnant with elves, humans, orcs, slime, ogres and other goblins.
In case you have sex with a golem, it will give you a random one that you can get pregnant.