Cassandra would be suspicious, but absolutely take SUCH GOOD CARE of the egg. Because maybe it's a trap, sure, but if there's anything in it, it didn't ASK to be part of the trap. Probably. Either way, she can't bring herself not to care for it.

This might be a weird ask. But could her egg hatch into a smaller version of a Trico from The Last Guardian? (Because a canon-sized Trico, the adorable birds/cats/dogs that they are, is probably WAY too big.)