While shell-less eggs *can* be indicative of a calcium deficiency, it is not always the case and adding calcium supplements is not a guaranteed "fix". For new layers it is more an issue of all the "moving parts" on the egg assembly line figuring out how to work together to build an egg. When you understand all that goes into constructing that one little egg it is amazing it ever happens, let alone several times a week. New layers frequently produce eggs without complete shells and it is not uncommon to find them outside of the nest box given that they often "skip" the shell gland step which means they are expelled during the roosting hours and/or seem to "surprise" the hen with their arrival. You can add all the calcium in the world and still have shell-less eggs when the issue is the shell gland not kicking in on shchedule.
That said, proper calcium is important - it is not necessary to feed a "layer" feed, as long as you provide sufficient calcium outside of the feed you do choose. Many people prefer the increased protein content and "all age/sex safe" option of using a grower ration for all their birds and then offering the calcium in the form of oyster shell on the side.