"An egg." That's a flat, incredulous tone right there. Very flat. Very, very incredulous. "An egg."

Because that is clearly a mammal. A sentient mammal. Who just called him rude. Which, well, not the first time and certainly won't be the last.

"A mysterious egg showed up in your room and hatched a...a...tiny spelling zebra."

Okay. Rodney might be broken. He's seen some weird shit, of course, but the zebra was actively spelling at him and calling him out on his manners. His manners! How did a zebra even know about manners! He's not quite wrapping his head around the fact that she probably should be spoken directly to and not very loudly ignored as he asks about her.

"When did this happen? Have you just been wandering around the planet with a zebra?"