I take it is a chicken egg and should have hatched at day 21? If so, I would assist, but proceed with caution. Be prepared, a chick that is that late hatching is going to be very weak and has probably already used the rest of the yolk to keep it alive this long. It will need to start drinking and eating right away to live. Vitamins and electrolytes in the water are essential.
Very carefully peel back a little of the shell on top (over the aircell) so you can see inside without tearing the inner membrane. If it looks very dry and "stuck", use some warm water and a q-tip to moisten the membrane. If you see any active (blood-filled) vessels in the membrane, do not tear it. Put a moistened paper towel around the egg and put it back in the incubator. If you don't see any active blood vessels, you can start to gently unstick the membrane from the chick using the q-tip. Remove the top part of the egg shell and as much of the sticky membrane as needed so that it can freely move around. At this point, I would put it back into the incubator and let it kick itself out of the shell.
Good luck!