THIS is absolute best site to learn how to drill sea glass. Pin it now and save for future reference and you have a permanent visual guide of what to do and what NOT to do. This will prevent you from ruining a prize piece of glass!!!
How to drill a hole into sea glass - Fill a plastic container with a small amount of water, and set a shard of sea glass inside; it should be slightly covered but not submerged (drilling the shard in water will guard against cracking and prevent it from getting too hot).