You can find them in floors 41 to 79 of The Mines. They can also appear on the Farm during the Winter, and inside Fishing Treasure Chests. You can take the geodes to Clint, who will break them open ...
A blacksmith can break this open for you. These geodes contain a wide variety of Minerals. It's one of the helmets commonly worn by dwarves. The thick metal plating protects them from falling debris ...