I think the key is that the shell was quite thin. As you probably know when a pullet first starts laying the egg may be shell-less, thin-shelled, really thick-shelled, double yolked, no yolk, or no whites. Or they can really be weird. It can take a few days for her to work the kinks out of her internal egg making factory. That thin shell is not surprising and does not indicate anything is really wrong. She should work it out.
I don't know how that egg got punctured, several possibilities. Hens walk on the eggs getting on and off of the nest. Maybe it was punctured by one of her claws. Chickens investigate things with their beaks, it may have been pecked. Hens stand up a bit when they lay an egg, not much but a little bit. The egg and the poop come out of the same vent hole. To protect the egg form getting dirty a small bit of the egg laying plumbing protrudes from the vent. The hen stands up enough so that plumbing doesn't get dirty and she takes trash back into her body. Maybe the egg hit something to puncture it when it fell. It's really interesting that a hen collected all the fake eggs into one nest, maybe she was handling the newly laid egg and punctured it. So many possibilities.
Yeah, that doesn't look eaten at all so it was not opened on purpose. You don't have an egg eater. That has to have been an accident almost certainly due to the thin shell. That nest looks well padded but you might check for nails or screws protruding that could possibly puncture an egg. Certainly monitor the situation but I don't see anything worth worrying about yet. Let us know how it goes.
