Yes, this will happen occasionally. I have one Sebright bantam, in fact, who lays nothing but shelless eggs. They do have yolks, though. I haven't been able to find a good explanation for why this happens. I don't think anyone knows for sure. Just make sure your girls have access to free-choice oyster shell and it may or may not happen again. Kind of cool, though, don't you think?
I think it is really cool. I have 17 young hens, seven of which are just starting to lay. I'm sure it was one of them. They first laid really small eggs but this could have been something they do too.
Young hens are more likely to lay shell-less eggs, as their egg producing mechanism is sometimes a little out of whack. A hen that always lays eggs without shells probably has an irregularity of or permanant damage to her reproductive tract.
Pullet do lay some funky looking eggs. Soft shells, no shell, no yolk and so forth. Once things get organized internally your pullets will do fine so long as they are fed a proper diet.