Alright, I didn't see this posted but in the Philippines and other parts of asia, these things are a delicacy. It's a duck embryo that's still in the egg and it's called balut.
I don't know, but maybe some people will get squeemish looking at it, but there's pics of it in this wikipedia link:
http://en.wikipedia.org/wiki/Balut_%28egg%29
I'm not sure if I would eat this.