I gained a Armored Egg, but i dont know what its do.

it's a stat booster for tier 1-3 pets. If you want to know what specifically it does, go to Battle forum and look for Useful Threads and cntl-F on "boost" you will find the thread that says what each Egg does.

Using it on a pet will increase their defence stats a little, I believe.

Not only is it a stat booster but also a food :) These types of eggs are account tied so there's no selling, trading or gifting them.