>Stirner will be totally incomprehensible on his own.
Not OP, but I read Stirner before Hegel, and I would say that, even though I didn't understand the entire background for Stirner's work, I could follow along with much of it by seeing The Ego and His Own as a historical narrative of developments in untruth and false consciousness fighting against the Ego's nature, similar to Nietzsche's Genealogy of Morals and M&E's The Communist Manifesto (both of which I'd read as a teenager, knowing absolutely nothing about Hegel except for the some vague notion of him as an early 19th century idealist philosopher from Germany who believed that humanity had undergone a progression in stages guided by a world spirit). After reading the Phenomenology of Spirit, I did come to understand how many things in The Ego and His Own were a relfexion of Hegel's own thought, but I would say Stirner is not exactly following right behind the footsteps of Hegel, but rather making a work in imitation of Hegel.
Taking into account the literal meaning of "ego" in Latin, which is "I", I would say that "der Einzige" isn't too badly translated by it, because it conveys Stirner's conception of it as something identifiably separate from the world, that has a capacity of thinking and interacting with what is not itself. Unlike Heidegger, who placed being in general at the forefront and set down a world down for existing beings to be in, for Hegel and Stirner, the individual consciousness (or "man", as Stirner concretely expresses it at the beginning of his work), rather than the world around it, is the primordial principle for investigation.
As far as I understand it, philosophers from Kant onwards never made use of the Cartesian cogito ergo sum to prove that the world exists, but there is a difference between the ones who acknowledge the world as existing, but who believe that the consciousness is what there is first and comes into an understanding of the world around it, and others who take knowledge of the exterior world as an immediately known fact that comes together with merely interacting with it.
I'm not a native German speaker, which is why most of what I've read has come through works translated into English, which I may have not understood all that well, so I don't think any of what I have to say might be right nor do I believe that the way I have approached these works is the best one. Nevertheless, I hope that someone else might be able to clear up on misunderstandings I have expressed here.