I found out that my two parakeets, that are brother and siters, mated and used one of the nesting box i put for the other parakeets. I one day saw them inside it and i checked the nesting box and there was one egg, what should i do? will my babies die because the parents are siblings?

Oh no, it's not recommended at all to inbreed.
Please take out the nestbox.
Since you said the nestbox was for the other budgies, take that pair and separate them in their own breeeding cage.
I'm not sure what to do about the egg, but birth defects and informalities can happen to that chick

the nest is inside the cage and the birds don't let me get the egg out I dont want to hurt the baby.

Do whatever it takes to get the nestbox out. Taking the egg out will not do anyting, as they will just lay more to replace it.
Inbreeding can have serious consquences especially when their gene pool is that similar and narrow. Chicks bred from budgies that are related can have a variety of problems, three of which are blindness, shortened lifespan and high mortality rate.
Please do it for your birds' sake and take out the nestbox

I agree with Zeena

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ok! thanks everyone!

Thank you so much for taking our advice
Your birds will thank you for it.
Let us know how it goes