So i've already caught deoxys ho-oh lugia mew and latias and now i'm trying to catch latios but when i get to the island all there is, is an egg and when i click on it nothing happens. so what am i supposed to do?

also is it true if i use gameshark to catch latios it will delete a few of my other pokemon due to a "bad egg"? or was that just a rumor?

when i click on the sign outside it says

"those whose memories fade seek to carve them in their hearts"

and on the egg it says

"all dreams are but another reality. never forget..."

is that like a riddle?