Are we alive before getting into the egg? If not, why?

Alive, yes. Your living cells can trace an uninterrupted line back all the way to the beginning of life on Earth.

But being alive is not the same thing as being a “person,” which I think is maybe what you mean. While the subject is debated, the traits of personhood as demonstrated through behavior (as opposed to arbitrary external declaration) gradually coalesce within the first two years of birth.