Lots of things.
In pullets just starting to lay, there are many anomalies that work themselves out when their reproductive tract gets in sync.
Eggs with no shell can be caused by egg drop syndrome and influenza.
Soft shells can also be bronchitis, laryngotracheitis as well as the two I previously mentioned.
Nutrition can cause soft shells
A vitamin D deficiency will prevent calcium absorption.
Calcium and phosphorus have to be in the correct ratio to one another.
Insufficient calcium will cause it once the hen has depleted that available in the medullary bone.
Excessive calcium will cause renal disease and soft shells.
Balanced nutrition is the key.