Many people use this phrase as a joke or to mean that nobody know the answer. But that is not true - God created full grown creatures, see what the Bible says about the birds:
Genesis 1:20
Then God said, "Let the waters abound with an abundance of living creatures, and let birds fly above the earth . . ."
Genesis 1:22
And God blessed them, saying, "Be fruitful and multiply, and fill the waters in the seas, and let birds multiply on the earth."
Does an egg fly? Of course not! But on the day God created the birds, he told them to fly! God made the birds first, then told them to have baby birds in the next verse.
The " . . . " means there is more to the verse,
you can read it in your Bible.