Sometimes they do it for the calcium from the egg shell. Unfortunately from what I have been told once they start eating the eggs they won't stop doing it. If you can find out what one it is you can try segregating it for a while and see if she stops. If not she may need a new home or introduced to your stew pot.
If the egg shell is thin or weak, and breaks, all the birds will eat the contents. Make sure your birds have separate oyster shell available, and a balanced diet. One event isn't a problem, but continued episodes are. If you have an egg eating bird, she will peck a hole in the egg first, then open it up. See what happens over the next week or two. Mary