The hole-like object you see in the picture below is actually a small hole in the egg shell that is invisible to the naked eye.
Egg shells have very small holes, numbering between 7,000 and 17,000. The size of a hole is 6 to 26 micrometers (μm).
When the egg is formed, there are two membranes under the shell of the egg. When the egg is freshly hatched, the egg is heated and these two membranes are attached together, when the egg cools down. So these membranes separate from each other, which creates a space between them, and to fill this gap, oxygen (air) comes in through these holes from the outside, through which the baby inside breathes, and They emit carbon dioxide from the holes.