Egg on my face?

[poolofmire]

Hi, i got an email from someone who used that expression: I have egg on my face. Now I know he didn't literally have an egg on his face so what can it mean? Is it that he was joking about something? Thanks.

[Soup]

Have a look here,
have egg on face - Idioms - by the Free Dictionary, Thesaurus and Encyclopedia.

[Shakespeare's brother]

This means: To be embarrassed at something you have done or the way you did it.