The pregnancy test found in Penny's room...Is Lily's. She used Penny's bathroom instead of her own because she wanted to keep things secret from Ben until she knew for sure. Not the wildest of guesses, granted (many of the GH forum readers guessed this from the moment Zoot found the test).
Goblin gender is determined by their hatcher
- So we have seven goblins hatched by a male (Ben), all of whom were male. We have two goblins hatched by a female (Penny), both of whom were female. We already know that goblins inherit certain traits from their hatcher. Logical conclusion: goblins in-egg are of indeterminate gender, and their gender aligns to match the person they imprint on. As a bonus, this would help ward off inbreeding: since goblins from the same hatching would all be the same gender, they can't reproduce with each other.