So now what do I do? It said it was cold, so I chose the 'warm egg' option. The next day there's a crack in it, but there's no options for it.

Is there something I'm missing?

It means you adopted it! A crack in it means that it's getting close to hatching, and you can keep the sylesti that will hatch from it! You'll know it's ready to hatch when a small egg icon appears in the corner of it's picture. When that happens you can go to it's page and hatch it right away, but even if you don't it'll hatch automatically.

Edit: Also, by warming it you nurtured it. You can nurture your eggs and hatchlings once every 24 hours, so you'll have to wait that long before you can do anything to it again. Nurturing eggs helps them hatch faster, and can potentially boost their stats with enough nurturing (but that requires quite a few people nurturing one pet)

@Crazedkitty1290,
If its cool warm it if its restless turn it, etc. You can do these things even after its hatched but once it becomes and adolescence you can't nurture it anymore. As a hatchling you have other choices instead of the traditional 5. I suggest for getting use to wat choices are the correct choices, you nurture eggs by clicking on the Help Nurture button in ur hatchery. If the pet is stated as seeming upset you clicked the wrong choice, if you found a scale you did right. There is only 1 option per issue. Ex: if it's cool your only choice is to warm it. If its derpy you want tor read it a book.

Oh yes I figured that out. Thanks for the tip though. I'm sure others would find this really useful!