Crikey....that's an egg within an egg! The structure to the left is a fully formed egg which hasn't taken on a full component of calcium which is contained within another egg.
The hen probably has infection in her ovary or shell gland and may need some antibiotics if she produces more 'odd eggs', or it may be 'just one of those things.
I've kept hens for years and have had lots of double yolkers, fairy eggs (tiny and only containing albumen....also known by a slightly less polite name,), soft-shelled eggs, non-shelled eggs etc, but I've never seen 'egg within egg'.
That egg... Omg. Also if anyone every gets odd eggs from already laying hens its just a mistake so to speak. She should be laying normal the next day. Hopefully. Anthow thought id share when i found our rooster pretty boy in the nest box. He was clucking like he does when we throw a treat in there