Answer
If you live in Canada, yep!
AnswerWhy would you believe this to be illegal?
Answer- So the real question is what kind of egg is it? Dinosaur, not illegal but probably futile
- Chicken Probably not Illegal ( as long as the owner of the chicken doesnt think you stole it)
- Rare or endangered species May come into conflict with the law
- Animals specifically banned as pets you definitely are headed for trouble.
I recomend you contact your local government agency and ask about the animal you think you are going to hatch.