If they are layer pellets, that's good. Some give oyster shell free choice on the side.
I have added dissolved calcium citrate to layer pellets to boost calcium.
But sometimes when they first start laying, they will have weird, undeveloped eggs.
Don't go in very far - generally just an inch or so, but I am not sure . . . @casportpony may have better information about that.
I am guessing it's a shell-less egg. Those happen. She may need more calcium. What is she getting for calcium?