I was breeding an illumise, and after 2 or 3 eggs, a Volbeat came out! Is this a glitch, or is it supposed to happen?
This is intentional. Volbeat and Illumise are gender counterparts, and as such, either one can produce eggs of the other.
Yeah, it can happen. Volbeat and Illumise are basically the same thing except with different appearances and swapped offenses.