It depends on how long they are going to be stored. If you take the protective coating off, it makes it easier for bacteria to enter the egg. (The egg shell is porous so the developing chick inside can breath.) If you are going to use the egg in a couple of days and store them in a fridge, no big deal. If they are going to be stored longer, it could develop into a problem. The eggs you buy from the grocery have probably been washed. They have also been put into the fridge as soon as possible. Treat your washed eggs as you treat store eggs. One of the tricks to washing them is to use water that is warmer than the egg. If the egg is warmer than the wash water, water will penetrate the shell and could carry bacteria with it. I think 10 degrees is the minimum recommended difference in temperatures.
If the eggs are going to be hatched, do not wash them, just gently brush them off.
Sandpaper will also remove the bloom.
Hope this helps.