Kegel exercise is a way of repeatedly contracting and relaxing the muscles that form part of the pelvic floor, to help strengthen the muscles. Many people enjoy using those muscles during penetrative sex. You don't need Kegel balls to do Kegels, but many reviewers find it easier to Kegel with Kegel products! Check out this article about what Kegels do to learn more.
Promising review: "I thought buying these would be fun and interesting, but it's gone waaaaay beyond that now. After just a few days, I noticed a difference in feeling and sensation. I've been wearing them for about a month now, and it feels like all these long-dormant nerves have come alive for the very first time. I'm much more sensitive, and sensations are more pleasurable. I started doing 'homework,' where I would orgasm with them in every night after wearing them for a few hours. This was AWESOME. Each day it was stronger, lasted longer, and felt different. I have aftershocks that last for an hour. The whole vagina is much stronger, too, and can bear down/grasp like I never knew a vagina could. Like, snap things off strong (things: beware!). These are also teaching my body to squirt regularly during orgasm and I have only done that three times in my whole life, though I've tried to make it happen for years and years. It's happened once so far since I first got them, and I can tell it will become more frequent (which is something I was hoping to achieve with this purchase)." —kathryn way
Get them from Amazon for $43.99+ (three sizes/styles).