Kentuckians have grown up around geodes their whole lives, and because of this, probably didn't realize that people in many areas have never heard of them.
That's because geodes, though distributed widely, are very concentrated in Kentucky, Indiana, Iowa and Missouri; probably for some of the same reasons that caves are so plentiful here. According to Wikipedia:
Geodes are essentially rock cavities or vugs with internal crystal formations or concentric banding. The exterior of the most common geodes is generally limestone or a related rock, while the interior contains quartz crystals and/or chalcedony deposits. Other geodes are completely filled with crystal, being solid all the way through. These types of geodes are called nodules.
An eBay seller by the name of Miranda8912, based out of Liberty, KY, always has an interesting and goodly assortment of these mysterious hollow crystalline rocks for sale, including ones that rattle. These are the ones that are most likely to have nice crystal structures inside.