This is super simple, but it must be done right, and there is slight risk of explosion and bodily harm! YOU HAVE BEEN WARNED!
So take a raw egg. Punch a small hole in the top of it with a needle. Then take a sharp pencil and widen the hole. Stick the pencil inside of the egg and scramble it. Now you can dump the egg out. (Preferably into a bowl so it can be eaten, don't be wasteful)
Now fill the egg with gasoline or some other flammable substance. (I use disposable lighter butane, but that's really dangerous!) Fill it up and use a hot glue gun to seal the hole. Shake the egg and make sure there are NO holes in it. If there are, get a new egg and start again. If there is a hole, that leaves you prone to explosions and harm to yourself and others.
Now you're prolly' saying, "how is it supposed to light?" Well it's simple. Take a paper towel and soak it in gas. Then let it try. Next, take your hand dandy hot glue gun and glue in to the top of the egg like a crown (not wadded up, make sure to glue just an edge to it, leaving the rest of it as a long tail.)
Now simply light up the paper towel and throw. It should stay ignited through the throw and when it lands, the fluid in the egg will spill out and become a huge ball of flame when it touches the flaming paper towel.
If it goes out in mid flight, use a thicker paper towel, or even use a thin cloth (if you have one lying around) I don't know if the gasoline soaking does anything, but I've not tried it without it, and it always works.
You might also want to learn to throw it in a way it lights better. It just takes some practice.
AND AGAIN! I will not be held responsible for any foul deeds, or bodily harm you may commit using this design.
WARNING! WILL result in death, or instant pregnancy if thrown at face.