The egg is easy to spot in the Hi-Res versions but near impossible in the lo-res.

In the opening frame, right after the fade in from white, we see the landscape starting to build.

Near the middle of the screen, but slightly to the right is a sign being moved by the wind.

The sign looks like a yield sign, but closer inspection, especially when the sign turns toward the camera, reveals the silhouette of a grunt on it.

Bungie has an explanantion of the egg in the FAQ which gives ominous clues for those that didnt spot it:

The New Mombasa City Council had an incredibly efficient public works department until and even during the tragic and devastating Covenant invasion.