Jessie has lost her egg and is protecting the surrogate egg. If you find Gus, you find Jessie's egg, too.
He is grabby. You would need to try to land behind him.
Walk to the hole in the clouds that is right of the tree. A little up from the path. You need to talk to Gus first.
Now you can go back down and grab the egg. Give it to Jessie.