They take a while to hatch. The guy that said it takes 30min is wrong. My eggs took almost 5 ingame days to hatch. Just make sure they got enough space to actually hatch. They need at least 2meters or one wall of space between the floor and the ceiling. You can speed up the hatching progress by sleeping. Just make sure that they're warm, don't touch them and be patient. They'll eventually hatch. They don't need to be sheltered. I had my eggs out in the open and they hatch just fine. They just need to have a roof and fire.