Also, do you know the concept of Impulse? It has the same dimensions of momentum, but is more precisely defined as a Force acting over a certain amount of time. That's why when you drop an egg on a pillow, it will not break, but when you drop an egg on concrete, it will. Because the egg has some mass m and velocity v, and therefore some momentum p = mv, this momentum is numerically equal to the reactive force of the ground(or pillow) multiplied by the time interval it spends on that respective surface.
The pillow cushions the fall and therefore increases the time interval, in effect decreasing the force and keeping the egg from breaking. When you drop it on the concrete, the time interval is very short, and so the force on the egg is large (which is why it breaks).