The Phrase Finder has "Don't try to teach your Grandma to suck eggs" asis older than you might think, but without any explanation of the egg sucking part.
Meaning
Don't offer advice to someone who has more experience than oneself.
Origin
These days this proverbial saying has little impact as few people have any direct experience of sucking eggs - grandmothers included. It is quite an old phrase and is included in John Stevens' translation of Quevedo's Comical Works, 1707:
"You would have me teach my Grandame to suck Eggs."
A little more on the egg-sucking part from Wordwizard:
Perhaps its meaning is getting lost in time as few people nowadays literally suck eggs. Many years ago people would suck out the egg contents by piercing the egg at both ends and then sucking on one of the ends. You could reverse the procedure and blow out the contents also. It was such a commonplace procedure then that to "teach your grandmother to suck eggs" was like a child trying to teach as new something the grandmother well knew how to do. The saying still survives despite the fine art dying out in our "civilized" and salmonella fearing culture.