What is meant by a 'hydrophilic' sphere?
The answer to your question depends on the size level (microscopic or not). But it sounds like you are referring to spheres at a size that you can hold, or larger.

A hydrophilic sphere could simply be a sphere of some solid material (like plastic), coated with a layer of hydrophilic material/substance. 

This page on hydrophilic coatings has some information on what this material may be.