Even considering that is her first egg, that is really weird. It isn't unusual for pullets to lay weird eggs when they first start. Egg laying is a pretty complicated process, a lot of things have to go right to get a perfect egg. To me, the surprise is that so many pullets get it right the first time.
My guess is that you will see a yolk in each half. They are supposed to release one yolk a day to make an egg but sometimes even grown hens glitch and accidentally release two. If they are released at the same time you can get a double yolked egg. If they are released at different times you can get two eggs in one day. Since they typically make a limited amount of shell material in one day the second egg or even the double yolked one might be thin shelled.
I think you got a little bit of both. I think those yolks were far enough apart in time that they started to form two separate eggs but were still close enough in time to overlap. Then they fell apart when she laid it. I've never seen anything quite like that.
Most pullets that lay weird eggs correct those glitches pretty soon, usually just a few eggs. I would not worry unless she keeps at it for more than two weeks. Just consider it that she is getting bugs out of her internal egg making factory start-up procedure.
But yeah, you deserve a prize for one of the weirdest I've seen.