Do you know which hen laid it, where she normally lays, and what her other eggs look like as far as thin or thick shells? Probably not but I'm not afraid to ask silly questions.
How have your eggshells been otherwise? Normal or some thin?
This morning, I found a paper thin egg under the roosting bar. It looked almost as if it had been laid while she was roosting. It was popped open on the floor, and when the hens noticed it they quickly eating it. This is the second time I have found the same colored egg on the floor of the coop instead of a nest.
How long ago was that first egg? Did it also have a thin shell?
The first time I thought she had sat and laid on the floor. My hens have a container of oyster shell in the run, but I noticed that in the last day or two they have buried it in bedding. Could the thin egg be a consequence of an adequate amount of calcium available?
Maybe, but if it is only thin eggshell probably not. I agree you should clean it out and make the oyster shells available to them.
Or should I look deeper for other potential problems?
I see two possible issues here. First, why is she laying from the roost? I've had a few pullets lay their first eggs from the roost when they just start laying. The internal egg making and laying process is fairly complex with a lot of parts. Some pullets have trouble getting everything perfect to start with. You can get some really weird eggs when they start like double yolked, no yolk, only yolk and no whites, thin-shelled, no shell, really thick shells, tiny eggs, misshapen eggs, or other weird things. When and where to lay the eggs can be a mystery to them too. I'm amazed at how many of them get it correct right from the start. If she is dropping her first eggs from the roost she may not have gained control over when to lay the egg.
Sometimes a hen releases two or more yolks in the same day. If they are released really close together you can get a double yolked egg. If they are separated a bit by time you can get two eggs in one day. A hen usually only makes enough shell material for one egg so a second one may be thin-shelled or shell-less. And a second egg that day may mess up her timing of when to lay it.
Sometimes hens just have glitches. For no observable reason something goes wrong. I feel that we all are entitled to an occasional "oops" as long as it is not habit forming. It is when it becomes a habit that it becomes a problem.
A lot of that above could explain a shell-less or soft-shelled egg too. A pullet just starting out, a second egg, or just a glitch. Some hens have internal problems. There is something wrong with the way the shell gland works or they may not process the calcium they eat so it can be used to make shell material. Maybe stress, maybe a predator scare, caused her to drop that egg before she was ready.
Obviously it would help if you knew which one was doing this but that is not often easy to figure out. I had a pullet starting to lay that dropped an egg from the roosts practically every day for two weeks. Once I tried to figure out which one it still took another two weeks and it was pure luck that I managed.
Obviously I don't know what is going on. If laying from the roosts and the thin shell are rare "oops" I'd suggest ignoring it and not worrying about it. If either or both become a habit I'd try to figure out what is going on.
If the other hens are laying eggs with nice shells I do not consider this a flock wide problem. You do not have a flock problem, you have an individual hen problem. I don't treat the entire flock when I have an issue with one hen. Why take a chance on messing them up when they are doing fine?
Good luck!