Eggs turn white when fried because their protiens are unfolded by the heat. Much of your body is made of large molecules called proteins that can perform chemical reactions. Proteins are like long strands of pearls that can fold up into balls in order to their job. Changes in the environment (like heat) can change whether proteins fold.

Science Theater Episode 3: Protein Folding

*As an aside, my PhD thesis research focused on this very topic.