Well, your cockatiel probably had the egg from another bird at the pet store. What you could do is counting to take care of her the way you have already been and make sure the cage is in a warm place. When the egg hatches you will need to take extra care of the chick. Keep it warm at all times and feed it calcium. Something you could feed to your chick is dog food mixed with eggs put don't give your bird any vitamins those are acidic and could kill the chick.
If your hen is alone without having mate then you should take some additional measures in order to keep it healthy and keep on laying eggs normally. Provide it with special type of environment. There should not be access of darkness in its cage. Availability of calcium should be there so that no possibility remains there for depletion of calcium deposits.
My female cockatiel layed 4 eggs and have been sittin on them for around three weeks but none have hatched,any ideas why?