When conditions are just right, a strange phenomenon called ice balls or ice eggs can form along beaches during the cold winter months.
How are ice balls formed?
Ice balls can form when the temperatures are slightly below freezing along shallow and slightly sloping sandy beaches. A slight swell in the water creates a gentle back and forth rocking motion that results in ice slush collecting into smooth and round shapes.

Where do ice balls form?
Ice balls, while not a common phenomenon, have been observed in different northern hemisphere locations such Russia, Michigan in the United States, Northern Germany, and, most recently, Finland. These ice balls can range in size from baseballs to giant boulders up to a meter across.
For a close up of ice balls forming under the ideal watch this video of ice balls along Lake Michigan near Glen Arbor: