Well it depends on what game you are playing. On Gens 3,4,5 & 6, the caption on your team will just say 'Bad Egg', so it's not Rocket Science.
On Generation 3, the appearance of an egg in the PC Box can sometimes take the form of a Pokemon, however when you look at the status box, it will come up with numerous ??? like the unseen Pokemon sign. So in Gen 3, those are the ways that you can tell whether the Egg is good or bad.
On Generation 4, I believe that you can only aquire a Bad Egg if you are Emulating or you have hacked the game, so unless you have done that, I wouldn't worry.
On Generation 5, the Egg does not have a Pokedex Entry like a normal egg would do, or any status information, so look out for that before trading.
And lastly, on Generation 6, it is a glitch that occurs very rarely on XY.
Thats all I know ^-^
I hope this helped you :D