It can happen.  I’ve never noticed it but I usually have enough laying I wouldn’t.  
What happens is that the hen accidentally releases two yolks instead of one.  If the release is at the same time you might get a double-yolked egg or you might get two eggs.  If the release is separated a bit, you will get two eggs the same day.  Usually they take the day off after they do this, not the day before.  
Often (not always but often) the second egg will not have as thick a shell as the first one.  The hen’s shell gland only makes so much shell material and the egg spends a whole lot of time in the shell gland getting the shell laid on.  Sometimes there is not enough material or time for the second egg to get a good shell.