Why is humpty dumpty an egg?

Who ever said Humpty Dumpty was an egg?

Humpty Dumpty sat on a wall

Humpty Dumpty had a great fall

All the king's horses and all the king's men

couldn't put Humpty Dumpty back together again

Where does it say he is an egg?

He is not an egg but a clumsy person(Humpty Dumpty=clumsy person in slang Words)

Ever since the famous Teniel illustration was published depicting Humpty Dumpty as an egg, this idea has become commonplace. In fact Humpty Dumpty was a cannon.