You dont want to ruin the bloom (The protective covering over the egg, that keeps the bacteria out) by scrubbing the egg, so gently rub the egg with your finger or some sand-paper, if it's visably dirty. But if you can help it, dont wash it.
Once you wash the eggs you must refrigerate them. If you don't wash them you can let them set out on a counter for up to a month. I only wash my eggs if they are dirty.