As what the title says, I would like to ask as to why do we always have this feeling of joy whenever we managed to find a small easter egg or any hidden references be it in movies, games, or etc.?

Because it lets fans/users know that the programmers or producers are personally invested in the project as an artistic/enjoyable thing and that it's not just some churned-out cash grab. It's also a way of saying "I was here, I helped build this, I existed personally". At least, that was the feeling I got when I saw Coke bottles and graffiti from the 1930s in a hidden, sealed off area of a building I was part of a renovation crew on.

I've never found a reference or Easter Egg that hadn't already been widely discussed by other people, so I don't feel extraordinarily accomplished or anything. That being said, it's still neat seeing any goodies the developers threw in. Had I grown up to be a game designer, I'd definitely have sprinkled plenty of cool secrets and riddles in my products.

Love em when I find em on my own more than with help, but I think it is as post#2 succinctly says.

So could it be that the joy we experience upon discovering a new easter egg or a reference that few people know, directly related to a sense of pride due to us being able to notice or maybe understand the reference?

The reason as to why I even asked the question in the first place is because it's actually one of those feelings that gets you really happy about something, yet not quite sure for the reason behind it.

To the first bit: Perhaps, and also IMO finding something hidden and set for others to find is fun and finding it by yourself makes you feel smart/good in general for doing so and being able to share in it with others and the devs who made it.

To the second bit: It's a release of iirc dopamine that makes one feel good....like when you play some games or do other enjoyable things.

It's because you're not supposed to find it even though it's there, just like the porn stash hidden in the woods during the ancient days. Also, when you share your find among friends who share your passion it elevates your status, just like that porn stash.

This

(Also an aside: I never believed those were real until I found one as a younger lad in the woods during a field trip......interesting times to be sure)

This for me. It creates some kind of connection to the devs, like an inside joke. "Hey, I get this" - because it's something we share. That's why for me the most satisfying easter eggs are those which are not as obvious as the Doomed Space Marine in Duke Nukem 3D (although that's of course hilarious) but the more obscure ones, like when Geralt says "I was afraid you'd suggest playing chess" to the King of the Wild Hunt at the end of The Witcher (1).

There are two separate events: discovery and community.

When one thinks independently about something, and then tests that thought by investigating it, and consequently finds a hidden reward for that extra thought and effort, it is a rare accomplishment. It is the use of a personal calculation that is rewarded by empiric success, and it reminds the subjective mind that there exists a real world we all share, and —— just occasionally —— we can touch it, directly. This is a buoyant trigger! Our cognitive attempts to unlock the workings of the physical world have been proved successful. We know at least a little about our surroundings.

Secondly, when secret knowledge is passed between fellow seekers (in this case the parochial gamer gnostics), it creates a convivial bind. When one reads about an obscure event that might be triggered in a game, that few people would ordinarily find, it creates an "in" group of those who have participated and an "out" group who are ignorant. Thus, and further, the reward is shared and repaid for every sharer, like a smile that makes the receiver and the giver pleased.