In 'Harry Potter and the Goblet of Fire' (the 4th book), Harry discovered that placing the golden egg underwater revealed the clue about the second task of the Triwizard Tournament. When opened underwater, the egg emitted a screeching sound that transformed into a merperson's song revealing that the task involved recovering something precious from the Black Lake. Heating, cracking, or using spells on the egg did not reveal the clue - the underwater environment was essential to hearing the message correctly.