Growing up, I used to hear the phrase "what do you want, egg in your beer?" all the time. Although I have many occasions in which I'd like to use it, I never have because I know it would only garner perplexing looks. I looked into it recently and it's from WWII and it seems to be somewhat self-explanatory as egg in beer is not very appealing, as opposed to, say, an egg cream.
One might think that the internet is a good place to search for these strange phrases, and in some cases it is, but since there are sites that avow that "Don't Worry, Be Happy" was sung by Bob Marley, (it's by Bobby McFerrin, circa 1988) sometimes it's good to check a print resource, especially as the origins to some phrases may have become obscured by usage. For example, to have a "Hobson's choice" means to really have no choice at all. This phrase is often mistakenly thought to be a "Hobbesian choice" after Thomas Hobbes (1588-1679), and the term "Hobbesian trap." Here are some library holdings that explore some of the quirks of the English language:
Red Herrings and White Elephants: The Origins of the Phrases We Use Everyday by Albert Jack; with illustrations by Ama Page. An illustrated reference to commonly and less commonly used phrases. It begins with some memorable nautical phrases, like the origin of a "square meal" and what it means when someone "splices the mainbrace."
Biting the Wax Tadpole: Confessions of a Language Fanatic by Elizabeth Little
Eats, Shoots & Leaves: The Zero Tolerance Approach to Punctuation by Lynne Truss; [with a foreword by Frank McCourt].
Lexicon by Max Barry. In this science-fiction novel, agents known as "poets" are recruited, given the names of famous authors, and wield the power of language.
Hardboiled detective language: Twists, Slug and Roscoes: A Glossary of Hardboiled Slang, compiled by William Denton at Miskatonic University Press.
Hipster lingo: in The Guardian and Straight from the Fridge, Dad by Max Décharné.