Unusith eggs can only be found in Fairy World. The only way to obtain an Unusith egg is to be given one by a fairy or other fae spirit. Attempting to steal one form Fairy World is a very bad idea as you will draw the wrath of all the fairy courts down upon you.
Being gifted with an Unusith shows that you have earned a blessing, favor, or friendship from a fairy. Unusiths are excellent, if a little puckish, companions, so long as you treat them well and remain in the good graces of the fae. If you abuse your Unusith or somehow anger the fairy who gifted you the original egg your Unusith will turn dark and its pranks and playful behavior will become harmful and destructive. Having your Unusith "join the wild hunt", as this transformation is commonly called, is a sign that you've fallen out of favor with the fae. Any future dealings you may have with the fairies will be more difficult as you've proven that you can not be trusted.
Unusith's who have "joined the wild hunt" will eventually leave their owners, but not after wreaking considerable havoc. Upon leaving the Unusith will return to Fairy World where they will either become companions of the darker, more nasty fae or will join one of the wild Unusith packs that roam that land.