Vermiculite or hatch rite works well. You can get vermiculite at lowes you want it just moist enough that when you squeeze a hand full just one drop of water comes out. Congratulations on your eggs!
we have used hatchrite with all of ours so far, but for longest time, i didn't realize i needed to be checking the moisture so frequently....it says you'll never have to add water, but dependent on your environment (humidity, temps, containers, etc.), you should definitely check it and make sure it's not drying out.
Both Suzi and Jandie have you on the right track. Those are the two best produces to use. The sand is just for momma to lay in. You will also need to make sure the eggs are kept at the correct temp for the kind of eggs they are. Congrats on your first eggs.