Eggs warmed to room temperature will mix more easily into a rich dough or batter and also help increase volume. Some recipes call for it specifically, but we've gotten in the habit of using room temperature eggs in most of our baking. Warming them up is a piece of cake (no pun intended)!
To bring cold eggs up to room temperature, all we do is put them in a bowl and cover them with warm tap water. We do this first thing when we walk into the kitchen and the eggs are at a perfect temperature by the time we finish gathering the rest of the ingredients.
When warm, the yolk breaks easily and will mix more evenly with the whites. Warm eggs also get frothier and whip up faster - but they also deflate more quickly so be sure to use the eggs (or the batter they go into) right away!
By the way, if your recipe calls for separating the yolks and the whites, it's better to do this while the egg is still cold from the fridge. Warm yolks break so easily that separating them from the whites can become a major headache!
Related: Quick and Easy Ways to Soften Butter