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The technique you're looking for is called Candling. I used to do this when I made the flu vaccine.
Its basically a light with a rubber cup on it to focus the light into the egg. Works really well.
Here's a random website that seems to have good info:https://www.thehappychickencoop.com/the-complete-beginners-guide-to-egg-candling/
Candling will not tell you if the egg is fertilized until Day 4 or so, when the veins start to develop.
Hold the egg up to a candle or light bulb, you should be able to see through most common eggs.
What kind of eggs are you buying that you suspect may be fertilized?
I guess it's called farm eggs ? , like that eggs you sell when you play Farm Frenzy
Candling like others have said but also in case you didn't know, it is safe to eat a fertilised egg. Obviously if the chick is developed it'd be quite unpleasant but in the early stages I've heard it tastes the same as unfertilised.
Apparently duck eggs (but sometimes chicken eggs) with a developed embryo is a delicacy in some countries referred to as Balut eggs.
