My lineolated parakeet just laid an egg! Now what?

Completely unexpected — my supposedly male Amazon parrot just laid an egg! I'm freaking out a bit. What do I do with it? Do I leave it or remove it? Will this keep happening?

What kind of cage setup do you have? Sometimes the environment is a factor.

I've done a ton of research on this because my cockatiel had the same issue. Here's what I learned: the most common cause is insufficient UV light exposure, especially in Canadian winters. What worked for us was stuffing paper towel rolls with treats for foraging. I also started setting up a webcam so I could check on them during the day and noticed improvement within a week. It's a process but it gets better.