I know of two suggestions for where it came from... from the lower-class and more rowdy kind of theatrical performance, in which an incompetent actor would have been pelted with eggs and forced off the stage. The other is that it was a comment on a minor social gaffe at a meal, when poor manners or sloppy eating left egg around your mouth.
I just looked it up. The term comes from the embarassment of having yellow yolk on your lips or beard after eating soft-boiled eggs. KK had it right.
It came from Eminem's song Despicable... Go listen to it.
it's a code for your fly is open
A cook cooked his eggs to fast and they exploded in his face.
the term "rule of thumb" came from the admonishment to never bear your wife with anything thicker than your thumb Now i have egg on my face lol
its american slang have egg on (one's) face -- to look foolish or be embarrassed.
The three stooges lol They always used to have pie fights and stuff . IKN :)