Heat the coconut milk in a sauce pan
While the milk is heating up, blend all the other ingredients in a blender
Slowly pour the heated coconut milk into the blender while it is blending the other ingredients. You don't want to cook the egg by just pouring hot milk into a blender that isn't blending.
Store in the fridge until you are ready to serve
After the eggnog cools in the fridge, pour back into the blender and add the ice cream and Kahlua. Blend and enjoy!