Fir the first select Pen Tool and draw a figure of our future egg:

Select Blending Options and then put parametres as shown below 1) Inner Shadow 2) Gradient Overlay The result should be as shown on the last image:

Now create a new layer and apply Filter > Render > Clouds and then aplly one more filter Filter > Noise > Add Noise:

Holding CTRL  click on the layer with our Egg to invert selection, Press Del and change Blending mode to Overlay, then decrease Fill to 17%

Click over our layer with right button of our mouse and select Blending Options - > Inner Shadow Parametres are shown on the image below:

Now select Brush Tool 40 px size, creat a new layer and light a middle part of our egg. Change Blending mode to Color Dodge and decrease Fill to 48%

Now use Pen Tool and draw a figure like the following:

And in the end apply Filter > Blur > Gaussian Blur: