Eggs are surprisingly hard to build the puzzles around.
It's edible - both as food and a food ingredient, including cocktails.
It's a container, maybe even an edible container.
Ostrich eggs can be heavy, but you still can roll them.
You can paint it any color.
An easter egg can be a type of treasure that gives you points.
You can throw it. (IRL, ninjas used to throw empty eggs stuffed with pepper and/or ash.)