Thanks for the interesting observation! It sounds like you cracked an egg, only to find another egg inside of it! Turns out that this is quite a rare event called counter-peristalsis contraction.
Typically, the ovum, what eventually develops into the yolk, is released from the hen's ovary and is pushed along through the oviduct. During this process, the shell is added layer by layer until fully formed just before the egg is laid. However, should the hen have a hormonal imbalance or experience a fright or a shock, the developing egg might be pushed in the reverse direction -- back to the ovary. The first egg -- with its developing shell -- might then be added to a second yolk that the ovary releases before the first one is laid. Then, a shell will form around that second yolk and the original egg resulting in an egg within an egg.
I found this video with a nice illustration of how this happens: watch here.
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