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Blue Mystery Egg

From the Banjo-Kazooie Wiki, the largest Banjo-Kazooie info resource.

The Blue Mystery Egg is one of six secret eggs found in Banjo-Kazooie. If a cheat code was typed in the sandcastle at Treasure Trove Cove, players, if they noticed an unopened door in Gobi's Valley, can enter the room containing the blue egg.

In the XBLA version of Banjo-Kazooie, the egg can be accessed if a Banjo-Kazooie: Nuts & Bolts savefile is detected. Collecting the egg in Banjo-Kazooie allows a crate to appear in Nuts & Bolts' Showdown Town, which contains the Goldfish part.