From the Super Mario Wiki, the Mario encyclopedia
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Yoshi's Island series
Super Mario World 2: Yoshi's Island
Giant Eggs make their first appearance in Super Mario World 2: Yoshi's Island. They can defeat all on-screen enemies merely from the shock-wave they give off when thrown (similar to hitting a POW Block), though Yoshi will get dizzy when he is holding one that he is ready to throw (much like if he had touched or swallowed a Fuzzy). When Yoshi has three or more Giant Eggs at his disposal, all of the Fat Guys will disappear. However, they reappear once Yoshi has only one or two Giant Eggs left. Giant Eggs are usually colored green, but in the final battle of the game, Giant Eggs are red and carried by balloons on the stage; Yoshi must grab these and aim them at Big Baby Bowser's face. Big Baby Bowser will be defeated once successfully hit with a few Giant Eggs.
Yoshi's Island DS
Giant Eggs also appeared later Yoshi's Island DS, where they are used to fight Bowser. In this game, Yoshi has to throw Giant Eggs at Bowser in order to flip him over on his back to make Bowser vulnerable to a Ground Pound. Bowser could also grab the Giant Eggs and throw them at Yoshi. Kamek turns Bowser giant-sized for the last phase of the battle, which is very similar to Super Mario World 2: Yoshi's Island. This time, four Giant Eggs are brought on the stage by one balloon. Each of the four Yoshis get one – then as all of the Yoshis aim the eggs at Bowser and throw them at him, Bowser will be defeated after a few hits. Additionally, when a Super Star is used, Yoshi turns into a Giant Egg and follows Superstar Mario.
Yoshi's New Island
Mario Kart series
Outside the Yoshi's Island series, a Giant Egg appears in Mario Kart 64, Mario Kart 8, and Mario Kart 8 Deluxe, at the end of Yoshi Valley before the last bridge; in the latter two games, a few coins follow it. It spins and moves in a circle, and it can flatten racers if they get too close to it. In Mario Kart DS and Mario Kart Wii, Yoshi Falls has a Giant Egg in the middle as decoration.