Zerg egg

The zerg egg is the basis of all zerg units other than larvae, post-Brood War queens and infestation units. They exist only for a short time: they are created when a larva is given an order to morph into a unit and burst to give birth to the ordered unit.

Overview
Most zerg units are morphed from the larvae. When one is given an order to morph into a unit, it encases itself in a soft yet extremely protective cocoon that is very difficult to destroy, entering its pupal stage as it transmogrifies its own body into the ordered unit. When the morphing is complete, the egg ruptures and the unit bursts out of it.

There's many types and versions of zerg pupal forms. Known types are: Egg, chrysalis, Infested cocoon, cocoon, lurker egg, Overmind Cocoon, and more recently, baneling cocoon, brood lord cocoon, infested swarm egg, and overseer cocoon.

Game unit
Eggs have no special abilities, as their sole purpose is to build new units and then disappear. However, unlike other races, zerg units can be killed individually before they are constructed, as the egg can be destroyed when it suffers a concentrated heavy fire. Its extremely heavy armor that it retains from its larval form contributes in protecting the unit inside.

StarCraft II
In StarCraft II. eggs are often called cocoons. Larvae morph into eggs when "training" a unit.

Each individual egg can be separately rallied; this overrides rally points set for the hatchery.