i caught deoxys, ho-oh, lugia, mew, and latias and 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?

and when i click on the sign outside it says

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

and when i click on the egg it says

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

is that like a riddle?

I'm using VBA if it matters

Its just there on the ground and when i click on it it says what i've already put. i even put latias first in my pokemon party and nothing.