The following is taken from the Paleodiet list posted with permission by
its author Loren Cordain:

Best, Peter
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In the last digest, Dean mentioned that eggs might be part of his modern
day paleodiet for breakfast.  It is without question that our early
ancestors would have scavenged and even actively pursued eggs from the
nest of birds.   However, because in the wild, eggs only occur
seasonally, pre-agricultural man could never have consumed 2 eggs for
breakfast every morning of the year, as may be the case for western man.
Although the in vitro nutritional content of eggs are quitegood, there
would have been substantial "in vivo" nutritional problems
with regular egg consumption for early man.   Prior to the regular
controlled use of fire (~150,000 y BP - 40,000 y BP), hominids would
have had to consume any eggs that were found in the raw state.   Raw egg
white contains a protein called avidin, which is a potent inhibitor of
biotin and other B vitamins.  Additionally egg white contains the
lectin conalbumin which is a powerful binding protein for iron and which
would inhibit its absorption (1).  Additionally, egg white protein is
one of the more common allergenic food proteins.   Consequently, there
are some nutritional/evolutionary arguments which would contraindicate
egg consumption on a daily basis for some people.

                                Reference
1.   Alderton G. et al.  Identification of the bacteria-inhibiting, iron
binding protein of egg white as conalbumin.   Arch Biochem 1946;11:9-13.