Food Timeline notes that humans have been eating eggs since before recorded history, therefore no written record of the first individual to eat an egg exists. U.K. Science Museum explains that humans originated in Africa millions of years ago, so Africans were most likely the first people to eat eggs.
Eggs are a great source of protein, and they are relatively easy to acquire. They were a staple in many hunter-gatherer societies. Egg-laying birds were first domesticated in India some time before 3000 B.C., and all major early civilizations included eggs as part of their diets. Besides being nutritious on their own, eggs were also a critical ingredient in ancient breads and cakes.