I had a pullet go broody in her first year last summer, so I agree with the previous poster, that it's not that unusual.
Once a hen goes into broody mode she stops laying eggs and starts incubating them. Ordinarily, birds will make a nest and lay an egg a day or thereabouts, into it until they have an appropriate number. They don't start incubating those eggs until the final one has been laid, so that all the chicks will hatch more or less the same day. This is important because after 48 hours the chicks will need to leave the nest with the mother and learn to feed and drink. If all the eggs have not hatched because some were set earlier than others, the hen will then have the dilemma of abandoning the eggs that haven't hatched or neglecting her chicks. Therefore it is best to wait until you know your hen is committed to brooding before you give her the eggs you want to hatch and why you don't want other eggs finding their way into the nest after that. Each egg needs 21 days to develop to hatching. The clock doesn't start until the hen sits tight day and night to incubate them. Of course hens are a little different to wild birds because they share their nests, so it's important that other hens don't continue to lay in her nest once she has set, or if they do, that you remove those eggs otherwise you will end up with eggs at all different stages of development and this is a recipe for disaster, hence the advice to mark her eggs or lock her in. Broody hens prefer a dark quiet place without disturbance, so covering the nest or locking her in is actually preferable in my opinion. That way, you can also make sure she returns to the right nest each day after you let her out. There are plenty of people who have had broody hens climb onto the wrong nest of eggs whilst they have been away at work and come home to find the half incubated eggs cold.