If you don't seal it up, the egg won't be able to hold moisture and bacteria will be a huge threat. Because it didn't puncture the inner membrane, there's a good chance the egg can be sealed and saved providing you act quickly. I've run across a few methods to seal a cracked egg, all having good results. You can use clear nail polish, as stated above. Non-toxic water soluble glue (such as Elmer's glue) has worked for many people, but you have to put multiple coats on the egg and that could take awhile. Let the glue dry completely in between coats. Wax is personally my favorite, and what I use.
If I use candles, I do not use scented candles. Birthday candles work fine, as do crayons. Melt the wax and let it drip over the crack. Simple as that. Whatever you choose to do, try not to cover the entire egg in it. Eggs are porous to allow oxygen through to the embryo, and you're covering a lot of those pores when you seal a crack.
Wishing you luck