This unusual quest involves travelling to the northeast corner of The Commonwealth, to a mysterious locale known as The Witchcraft Museum. Note that the game might nudge you to investigate this place if you engage in enough quests related to Diamond City. However you end up at this museum, your first step is to investigate the headless corpse outside. Among the corpse's possessions is a holotape. Pick it up and listen to it. Doing so will reveal the hatch leading to the museum's basement.
Once you're inside, make your way to the upper floor. Be mindful of the mild jump scares and the Deathclaw. You've come to the right spot when you find a corpse next to some Deathclaw eggs. Pick up the holotape near the corpse and grab the pristine Deathclaw egg next to the others. Listen to the tape, and then make your way out of the museum. There's an exit very close to the eggs.
If you don't care about returning the egg to its nest, head to Diamond City. Make your way to the outdoor patio area of the Colonial Taphouse and speak to Wellingham. Mention the egg and claim your reward to complete the quest.
If you want to return the egg to its nest (see the 4:30 mark in the video above), head to the north central edge of The Commonwealth to Lynn Woods. When you get close to the quest marker, be sure not to confront the Deathclaw nearby. Instead, quickly lay the egg down in the nest. This will complete the quest.