I really can't get over this. Did you weigh it? Did it have a double yolk?
Our biggest egg was 3.1 ounces, which is plenty large, but nowhere near the size of that thing!
I was reading about those shell-within-a-shell eggs over at this site of strange eggs.
http://www.poultryhelp.com/oddeggs.html
We had an egg with a tail once.