One tradition concerning Mary Magdalene says that following the death and resurrection of Jesus, she used her position to gain an invitation to a banquet given by Emperor Tiberius. When she met him, she held a plain egg in her hand and exclaimed "Christ is risen!" Caesar laughed, and said that Christ rising from the dead was as likely as the egg in her hand turning red while she held it. Before he finished speaking, the egg in her hand turned a bright red, and she continued proclaiming the Gospel to the entire imperial house.Now, take heed: Wikipedia is a website that allows readers to add information on a topic, so you have to take these things with a grain of salt. Usually I use the site for the "bare facts" of the life of a saint: year they were born, died, etc. But this is the first I've heard of this connection between Mary Mag and Easter eggs.
See, you learn something every day. Whether it is true or not is another thing.