First egg now what?

Do you also have a drake if so leave her eggs till she gathers a clutch and then see if she is interested she might lay 4-20 before she wants to brood. They only know. lol

 

So- first egg. Awesome! However here are some things you should know:
For fertile (hatchable) eggs, you will need a drake. Drakes (excluding Muscovies) have a curled tail feather, and have a raspier, not fully-formed quack voice- females go QUACK QUACK QUACK. Some breeds are gender-colored differently.
Ducks have two different forms of laying- broody, and laying (non-broody, or laying hens, or egging).
Broody ducks are the ones with the nests. Broodies lay a clutch of 8-20 (maximum 30 in Muscovy ducks) FERTILE (they can be infertile, but to hatch they must be fertile) eggs and incubate them for 26-28 days (32 days in Muscovies) until they hatch. They start incubating when they are satisfied that they have laid enough eggs. When incubating, a duck hen will have feathers laid around her nest, plucked off her underbody. She will leave once or twice a day to bathe, eat, and drink.
Non broody (laying) hens lay multiple eggs and refuse to incubate them. To prevent broodiness, collect the eggs daily.
Good luck!