Yes, it's fairly common.
It is safe to eat if you want to, and you do not have to worry about the hen that laid it.
Eggs that are sold in the store get candled to check for blood spots, because people usually do not like to find blood in eggs. (I think the ones with blood spots go to places like bakeries, so they don't get wasted. No-one will ever notice if they are baked into a cake!)