When your girls first start laying they can take a little while to get used to it!
It is not abnormal for the first few eggs to be strange- sometimes they arrive without a properly formed shell as you have described above.
Sometimes the eggs of a newly laying chicken can come out without a shell at all, and you will usually just find a mess of yolk and other stuff in the nesting box.
This usually happens while they are getting used to the whole laying thing, remember it is new to them and their reproductive systems are just getting fired up you could say!
To encourage her to lay back in the nesting box, try putting a golf ball or an 'egg substitute' so she recognises where to lay.
Keep in mind also with those dodgy first eggs it might have just come out when she was least expecting it, so she might not have actually had time to make it back to the nesting box despite her best effort (this has happened to me, I was gobsmacked at seeing a half-formed egg literally fall out of my chickens butt when she first started laying!)
It will only be a matter or time before the eggs come at a regular frequency, and are 'normal' in terms of their appearance.
All the very best! What an exciting ride you are in for

:yiipchick
