It probably is a fairy egg which don't contain a yolk, just a small piece of one. Small eggs happen. I see them more when hens are starting back up or shutting down for the season.
Yeah, those are called wind eggs. Sometimes hens have a little 'glitch' in their systems and funny eggs happen. Don't worry; it won't affect her production.
In my experience, the larger the breed, the longer it takes them to start laying. Each hen develops at different rates as well so this is probably perfectly normal.
The tiny egg, I think, is called a "fairy egg" and might not even have a yolk. It is normal for a new hen to lay undersized eggs at first while her system fully matures.
IMO, everything seem fine