There are a lot of useful items in Pokémon Brilliant Diamond and Shining Pearl, and one of the most useful of them all is the Lucky Egg. The Lucky Egg will allow you to level up a Pokémon even quicker than you normally can, which is incredibly useful when you need to get one into shape for a fight.
By giving the Lucky Egg to a Pokémon you can increase the amount of experience that it will earn from any battle that they are in your party for. Just like XP share, they do not need to be active in the fight, although if they are it will gain them more experience to increase via the Lucky Egg.
While there is a chance that you might luck out and catch a Pokémon that is holding a Lucky Egg, there are other places to get them. On Route 209 and Route 210, near Mr. Backlot’s house, you might find a Chansey in his garden. This Chansey has a high chance of having a Lucky Egg.
You can also explore the Grand Underground in the northwest portion of Sinnoh. Up here, near the entrance to the Icy Cave, you will find a Pokeball that has a Lucky Egg inside it.