Programmers have too much time on their hands.  Think about the geekiest band of computer dorks you have known.  They have their own language, kid around with total disregard for social compliance and seem to be far too close.  Imagine these people now working 60 hours a week with each other.  (yeah, I shivered too)
Such is the origin of "program eggs".  Programmers and developers work on a project together, get some running inside jokes going and feel a need to put something in their project that only they know about.
Don't know what I'm talking about yet?  If you have Microsoft Excel97, open a new spreadsheet.  Hit Ctrl-G for Goto.  Type X97:L97 (meaning Excel97).  Hit the tab key once (now you have M97 for Microsoft97).  Hold down the shift and ctrl key  and click on the chart wizard and then wonder what the heck happened.  Check it out for a while and you will find some interesting things.
This is an egg.  There are many more.