I would use a sharpie and mark the egg if you intend to leave it there. That way, you can eat later eggs if you wish, knowing you're getting the fresher eggs and not risk cracking one that's been sitting out who knows how long. I do this for my free range ducks. They pick a spot to lay, and once I find it it usually has several eggs in it. If I take them all, they tend to find another place to lay and the game starts all over. If I mark the eggs in the nest when I find it, they continue to lay in that nest and I can take the unmarked eggs to eat.
Congratulations on your first egg!