If your canary is kept by itself, the egg will be infertile and can be removed. However, you should talk to your vet and read books about how to stop this happening again, because it will greatly reduce calcium stores and potentially cause bone problems, as well as a general reduction in weight and condition. There are various treatments that have been tried to reduce this, such as reduced light intensity, decreased light length, lowering the environmental temperature, reducing protein in the diet as well as different veterinary medicines and procedures.

If your canary is kept as a pair, then you need to get some information about egg hatchability, breeding birds etc. Your local library will usually have a good selection of books so it may be worthwhile having a look there.