I would keep its безопасно, сейф form any harm and keep it warm, i would take care of it until a Yoshi comes out of it and see if it belong to a Yoshi, if not i would take care of it
i would kill the person and try to save the baby yoshi also i would keep it in my house till mommy and daddy yoshi return and ask for their baby back. Of course they would have to verify the egg so they are not thieves.