Sounds like a cowbird got into the nestbox and laid it's egg. You should check the entry hole to make sure it is exactly 1 1/2".

For more information about cowbird eggs in a nestbox please visit the below link. There is tons of information concerning bluebirds and other cavity nesting birds.

Here is a link that might be useful: Cowbird Eggs in Nestboxes

I would also think a cowbird. They love to lay them and let other birds do the work.

Get rid of the cow bird egg. It will hatch first and the bb babies will have to fight to get anything to eat.

Karen

Get your entrance hole repaired to the right size. You can by hole guards. It is illeagle to remove the Cow Bird egg. If you don't the baby Blues will most likely die. You decide what you want to do, see dead baby Blues or look over your shoulder to be sure the bird police are not watching when you ACCIDENTALY drop that egg.

Thank you for all the information. Do sparrows do anything similar?
I thought I saw a sparrow coming out of the box day before yesterday, but then figured I had to be mistaken because since then the bluebirds have steadily been in and out, and I've seen no sign of the sparrow.
I measured the hole and it is 1 5/8 inches. I will look for the inserts to fix that-- is it all right to do while the bluebirds are nesting?

It is ok to change the opening while they are nesting. Just be sure to watch and make sure. Do you have a sparrow spooker on that box???? If not they work great and can be easily made. go to www.sialis.org and find out how. Your Blues and eggs are in serious danger.
Cathy

Here is a link that might be useful: http://www.sialis.org