I've never hatched any chicks but I do think that is normal. I think if you leave it alone it will drop up and fall off on it's own.
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just a thin string is normal as they have several conected to the inner membranes... sometimes it even looks like strings to a puppet! if not send a pic!Sally i got a question one of my chicks that has hatched and is still in the incubator but it has a creamy colour thing hanging off its bum. its like a umbilical cord like on a baby??????? Normal or not?????
https://www.backyardchickens.com/a/hatching-eggs-101