If your bird did not mate and it laid an egg, it is possible that the egg was laid without being fertilized. This can happen if the bird is not sexually mature, if it is not healthy, or if it is not receiving the proper nutrition. In some cases, a bird may also lay an egg if it is stressed or anxious.
If you find that your bird has laid an unfertilized egg, you can simply remove the egg from the nest and dispose of it. There is no need to try to incubate the egg, as it will not hatch.
If you are concerned about your bird's health or reproductive behavior, you should take it to a veterinarian for evaluation.