First eggs (pullet eggs) are perfectly good to eat. In fact, we have customers that specifically wait for cartons of pullet eggs each Fall--the higher yolk to white ratio makes delicious noodles. In most cases, a pullet egg is exactly the same as a later egg, just in miniature.
You may get one without a yolk here or there, but those are also still fine to eat.
The only thing you shouldn't do with pullet eggs is try to hatch them. They aren't always fertile, and they're so small that the resulting chicks will be super teeny and might not be well formed. Wait until the eggs are full sized for hatching.