I did a load of research when I got preg on this. Not egg, specifically, but there are loads of allergies in my family and I am a very allergic person. Here in the UK the general info is that if there are allergies in your fam you should avoid nuts - although I have never ever heard eggs. I live in peanut butter, NEED my toast and PB in the mornings and often before bed as well, and rely on it for lots of my protein and fibre.
I basically read anything I could, putting more weight on good medical documents than on the random handouts from my midwife who didn't seem to know anything other than the script she was told to rattle off. The general medical population is TOTALLY split down the middle. One side says to avoid, the other says to eat it, in order to begin exposing your baby to the food while in utero, in hopes that it desensitizes.
I chose the latter. I believe in desensitization of allergies, and as I said, I struggled to live without peanuts. I stood FIRMLY by my decision amongst some well meaning (but catty and b*tchy) friends who were also pregnant and knew nothing other than the handout their midwife had rattled off at them, and criticized me for it constantly. When I told them I had researched, they stared at me blankly at the concept of reading books.
I still to this day stand by my decision, despite DS having a milk/soy allergy. No one EVER have suggested that I avoid milk and soy while pregnant....
So, basically, I would say to do your reading, thinking, etc and make a decision and then stand by it! Good luck!