A
wind egg (sometimes
windegg) is a name used to refer to an egg that is somehow lacking. Just how or what it is lacking seems to be a matter of great disagreement.
E. Cobham Brewer's 1894 Dictionary of Phrase and Fable says it's
an egg laid without a shell. A popular superstition is that such an egg was fathered by the wind, as were the Thracian Mares. The usual cause of such an egg is that the hen is too fat.
Samuel Johnson's 1755 dictionary defines a windegg as one not impregnated or one that does not contain the principles of life.
Webster's 1913 Dictionary calls a wind egg ,"an imperfect, unimpregnated, or addled [rotten] egg"
At http://www.disal.com.br/nroutes/nr3/pgnr3_10.htm, I'm told
a wind egg can symbolize an outcome with little chance of success, owing it to a no-good progenitor.
Whistling Train Farm (http://www.whistlingtrainfarm.com/pages/3FAQsabouteggs.html) tells me that a wind egg is one without a yolk.