How do I temper an egg?
It means, basically, to stir in some warm liquid to prevent it from later curdling. Once the egg is warmed and mixed with some of your sauce, it can safely be incorporated into the rest of the high-temperature sauce without (as much) fear that you're going to end up with scrambled eggs floating around in your hollandaise.

Generally, you crack the egg in a bowl, and spoon in a little sauce, mix it, spoon in a little more, mix it, and then you should be good to go. It goes without saying that if the sauce you spoon in curdles the egg, discard, and start again.