Chickens occasionally lay odd things. I'm gonna say that is what is called in the UK a "lash".
Here's a couple links:
http://www.growfruitandveg.co.uk/grapevine/rule-roost/strange-object-nest-box_25234.html
http://www.browneggblueegg.com/Article/WeirdEggs/WeirdEggs.html
Imp