Congratulations, It's a Girl!
They don't need to have mated to lay eggs, the eggs is not fertilized nor viable (just like a chicken egg you'd buy at the store.) The egg can be discarded, though she may be instinctively defensive of it. There are varying opinions on how long a parrot should be allowed to keep such an egg, but one way or another it will have to be discarded eventually.
It's egg laying season, and there are many environmental cues that tell a bird this: humidity, temperature, but most significant is the number of hours of daylight. It would be good to reduce the daylight hours for her - close the windows and shut off the lights before the sun goes down, etc. Maintaining a normal light-dark cycle can prevent egg laying, but to interrupt it once it starts some people suggest overdoing it by making the days short with only 8-10 hours of light.
If she continues to lay eggs you'll want to try to get her some extra calcium in her diet.
Egg laying is perfectly normal, but it can also pose some risks which is why it's best to minimize it in our pets. Egg-binding is one such risk.
So, all in all, the egg is nothing to panic about, it's perfectly natural, but if you can shorten the available daylight to prevent more eggs you'll avoid any associated risks. The egg is not fertilized; it can be discarded.
