What are the 'Strange Relics' in the Uncharted series?

The company that makes the game, Naughty Dog, is the creator of another beloved PS2 franchise, Jak and Daxter. The "strange relic" is an egg that was a collectable in the Jak and Daxter games. Its inclusion in the Uncharted series is simply the developer providing a literal "easter egg" referencing their past work.

Additionally, they included the strange relic again in Uncharted 3

The "strange relics" are actually a tongue in cheek reference to the Jak and Daxter games - they're actually Precursor Orbs - hence the significance attached to them. Naughty Dog developed both series, so this is just an easter egg. (One might say literally, given the shape of these things...)

More at the J&D wiki and Uncharted wiki.