Do you mean the pigeon laid an egg, but won't sit on it? Sometimes they do that, especially if they are young or never had eggs before. Make sure she has a good nest. A bowl works well. And some nesting material; grass, pine needles, hay, etc.
or he means his hen has layed 1 egg only and is not sitting on it ?? well this is normal she or the pair of birds will start to sit on the eggs when the second egg is layed ussally 48hrs after the 1st so if that is the case there is no worries.