My girls did the same thing when they started laying. It took about 2-3 months until they figured it out. Once they did it was like someone flipped a switch and their little light bulbs turned on for all of them at the same time.
Try taking the eggs and putting them where you want them to be and show them and leave them there. Some people do dummy eggs, but personally, I didn't have any luck trying that. It was the real eggs in the nest box that did the trick. Best I can tell, it seems like a few eggs in a collective spot trigger brooding instinct. From what I've read chickens get a bunch of eggs into a nest and then start setting on them so they all hatch at relatively the same time. So its natural for them to want to collect a bunch together.
Another thing I tried was keeping them locked up in the morning until they got most of the eggs laid - in the coop - before they got to go out. The girls that laid later in the morning or early afternoon were less likely to lay outside if there was eggs in the box inside to add to.
Even if you don't do anything, chances are they'll figure it out on their own, unless they find a different spot that they prefer. If they're new to laying, like what was already said, they're still figuring out what's happening to them.
Good luck.