(To Tarran's question:)
Keep it warm while I scour the internet to see if its attributes match up with something someone thought of or claims to have seen, and if there's any information on what will come out. I will collect resources for each possibility below.
If it's the Gaelic kind of dragon, from a being transformed by greed, I will wonder just what kind of greed made the egg, then preform something like parenting when it hatches. Kill it if things get bad.
If it's the demonic kind (if perfect match, kill it in the egg), I will heavily restrain it before, and the instant it hatches to get a better identification, then kill it.
If it's one of the newer kinds... there are far, far too many to make plans. If I get a scar on my hand by touching the egg, that's an instant identification right there. As is a profusion of tentacles at birth, a constant headache like a rock in my skull, or a light and constant smell of ozone.
If it's a normal life form, I'll be more likely to remember to contact the more...sensible scientists and get some scans done and more efficient care. This action would be a wonderful launch into my career, if I took advantage of it.
(To RAM's question:)
Adapt, perhaps use makeup and ~prosthetics to look normal, then freak people out very badly.
What you do if you had died violently, such as bleeding out (from gunshot) or drowning (from brake failure), but found you weren't physically impeded by this change?