Q: What is a fertilized chicken egg?
A: Fertile eggs are those that contain both ova and sperm, and will develop into a baby chick if incubated. If you have nothing but hens in your flock, you will not have fertilized eggs---you would need a male rooster for that.
Fertilized eggs are fine to eat; there is just a slight difference between a fertile and infertile egg. There is no difference in taste, and you can only tell the difference between infertile and fertile (unincubated) contents if you're very sharp-eyed.
Illustration by Ray Yang for My Pet Chicken