First impressions: I am a big fan of low-key, single light source shots so I am immediately drawn to this shot. I like the composition and the set up, it is reminiscent of the photography of David Ashman.
From my eyes, the things that hurt this shot are mainly 2 things. First, as you noted, the challenge subject. When most people think "dairy" they think of of product related to milk. Wheras others, perhaps yourself, think of a dairy farm which could quite possibly include chickens.
Secondly, the lighting. I like the fact that the egg is partially cradled in darkness but the light on the handle of the whisk seems especially harsh. Not knowing what you were using for a light source it's hard to give advice but off the top of my head I would wonder if you diffused the light sufficently?
All in all I am intrigued by this shot and to see you exploire this avenue more in depth, please keep it up!
So.....this week I learned that eggs are not "technically" dairy. At first I thought all the commenters had lost their minds.
I guess since they are next to the milk at the store, I made that connection.