Someone or something may have picked it up and then left it or the egg rolled out of a nest.
https://cpw.state.co.us/learn/Pages/LivingwithWildlifeGoose.aspx
Canada geese are protected by federal and state laws. Non-lethal control activities (e.g., activities in which there is no direct contact with geese and that do not result in harm to geese, goslings, eggs, or nests) do not require federal or state permits (
do check local ordinances), and most non-lethal activities can be conducted throughout the year (except using trained dogs for hazing—see below). 
Any activities that result in handling, damage, or destruction of geese, or their eggs or nests, require permits. The primary control activity conducted under available permits is egg and nest control of locally-breeding geese.