In each level there's a secret egg. You only need to collect each egg once, you can do it on any difficulty. So if you miss an egg while you're getting the difficulty achievements, just load the corresponding level on easy and grab the egg. You MUST complete the level to have the egg count.
The Spine Mountains: After you learn your sword moves, you'll come to a stone archway that'll require you to jump and shimmy over a river. Once you land, turn the corner in front of you and jump onto the ledge on your right. Follow the patch about 20ft and you'll collect your first egg.
Carvahall: Once you finish the fight outside, you'll find yourself in a house. As soon as it loads, jump up onto the rafters right in front of you and head right to find an egg.
Daret Docks: Right after you use your magic to swing the ship's bow to get to the other side, turn left and head to the very end of the dock where you'll be rewarded with an egg.
Daret Town: After you unlock the right side of the gate, you'll get to the third flaming house. Once the citizens put out the fire, go to follow the stairs to the top of the house. Instead of going out the door, head away from the door (onto a beam) balance along the beam until you get to the small platform with the egg on top.
Daret Bridge: After you drop the gate, you'll find yourself at a "U" shaped bridge. Go down and around and you'll find yourself at a ramp leading up. Do NOT go up the ramp yet, instead, fall off the right side of the ramp (directly across from the shack on the left of the bridge). You'll fall down a ledge, walk down another ledge and you'll find the egg.
Ra'zac Chase: When you exit the cave you'll do a circle under the waterfall. The egg's at the bottom of the waterfall. Don't hug the wall too much or you'll hit it and bounce away from the egg. If you miss it just press start and load last checkpoint (beginning of the chase).
Trapped!: As soon as the level starts, run towards the camera and to your right. You'll hit the egg like nobodies business.
Gil'ead City: After ringing the first bell and going through the gate, you'll find a big cement slab circle on the ground. Stand on this and do a running jump to your left. You'll grab the ledge, pull yourself up then jump onto the windowsill on your right. Walk through the building then shimmy to the other building on the wooden plank. Keep going right and you'll drop onto a ledge with the egg on it.
Gil'ead Keep: You wont be able to see it, but once you get up to the "higher grounds" aka the upper ledge of the city's walls, the egg is directly to your right. You went onto the left ledge, the egg is on the right. So what you have to do is navigate the path to get to the other side. If you're confused think of the upper ledges as a compass. You got up on the southeast. The end of the level's at the north (more center, but for the sake of the description), and the egg's at the south.
Durza's Fortress: After you use your magic and pull out the two huge stones, head left and hug the wall to your right. When the path turns left, there will be a gap in the ground in the corner. Fall down the gap and you'll land in a room with the egg.
Flight From Gil'ead: When you see the first underground tunnel, fly into it. (here you can get a dove to raise your health) The egg will be at the bottom/right of the transition to the next tunnel.
Ruins of Orthiad: After you use magic on the purple stone to your left in the wall. You'll see a statue ahead of you on the right. The egg's behind the statue.
The Beor Mountains: When you get to the part in the level where archers hide behind stones that you can break apart with your magic you're close to the egg. When you get to the top you can either go straight up an incline, or turn left and head towards the camera. You want to go on the path to the left to get the egg.
Urgal Encampment: When you get to the part in the level where there's a bunch of layers of rocks that require you to climb, and there's a bunch of archers firing at you you're close to the egg. When you get onto the same level as the archers, head to the left by the magical spears. To the left of the spears you should see a flickering blue light that indicated a level below the level you're standing on. Walk along the edge until you fall down and you'll find the egg.
Misty Gorge: After you come out of the mists you'll come to a broken bridge. Jump off the right side, then run all the way around and take the far left path. It'll wrap around and the egg will be at it's dead-end.
Urgal Attack!: As soon as you start look at your mini-map. There's a V and you can either go left or right, go right. Just follow the path, you'll see the egg at the top of a tree, can't miss it. It's the only blue thing in the level.
Defend the Varden: When you come to a long bridge, halfway through it there will be a staircase heading down. Take that all the way and the egg will be at the bottom.
Final Battle: There's actually no good tip to get this. Durza pretty much controls where you go, and it will show up in the clouds sometime, so you have to keep an eye out to swerve and get it at the right time.