Since I don't have the exact text in front of me, it's hard to say precisely. However, based on the Bluebeard concept, there could be a character who has a mysterious object (the egg). This character might be a bit of an enigma, with a past or secrets related to the egg. There could also be a character who is in a relationship with this person, and through that relationship, they become involved with the mystery of the egg. There might also be side characters who add to the atmosphere or the events surrounding the main characters and the egg.
The main characters in 'Bluebeard's Egg' are likely to be those who are directly related to the egg in some way. There could be a character who finds the egg, perhaps a curious person. And then there might be someone else who either knows the significance of the egg or is also intrigued by it. Maybe there's an older, wiser character who tries to warn others about the egg, and a younger, more adventurous character who ignores the warnings.
I'm not entirely sure without more research, but typically in a story inspired by Bluebeard, there would be a male figure who has secrets, and a female figure who discovers or is involved with those secrets. So there might be a male and a female as main characters.