My Indian Ringneck just laid an egg! Now what?

Completely unexpected — my supposedly male Indian Ringneck 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?

Update: took everyone's advice and things are improving. Pickle is slowly coming around. This forum is the best.

I showed this post to my bird and they looked at me with zero remorse. They know what they're doing.

What worked for me was using a stainless steel cage with proper bar spacing for the species. Took about a week but my Quaker parrot responded really well to it.

My Bean went through a phase like this around 10 years. I was terrified but it passed. Birds are weird sometimes lol.