Having just watched that movie Inception that most people seem to rave about, my mind was already in a state conducive for consuming a story with multiple intertwined realities. I'm not sure if this is a good thing, as I don't particularly care for confusion, suspense, or surprise endings for their own sake---even if they are useful as storytelling tools. I thought Inception felt contrived despite its honest thrills, while The Egg Said Nothing was comfortable in its Bizarro skin.
I must say I saw the ending coming from at least a few short chapters out, but that's a good thing in my opinion. Knowing and accepting the general resolution of a story free's the reader's mind to appreciate the hows and whys of the character(s) and their actions.
When read in a state of suspended disbelief---as most sci-fi and surely Bizarro books should be read---The Egg Said Nothing nicely presents a case of a man battling himself over issues that begin as trivial and end up quite the opposite. If he's crazy or not is irrelevant, as is what "actually" happened (whatever that means). The book is a fun ride through the brain of someone under an odd kind of duress, and I thoroughly enjoyed it.