Beat eggs, milk, flour, sugar, cinnamon, vanilla, nutmeg, and salt in a large bowl with a hand mixer until smooth; add bread cubes and stir until well coated. Pour bread mixture into prepared baking dish. Top evenly with blueberries, pecans, and cream cheese cubes. Cover dish with plastic wrap and refrigerate 2 to 24 hours.
Preheat oven to 400 degrees F (200 degrees C).
Bake uncovered in preheated oven until golden brown, 20 to 25 minutes.