This is an egg that one of our chickens laid, but it does not have a shell.  There is a thin membrane inside the egg shell and that is what is holding this egg together.  It is not out of the ordinary for chickens on occasion to lay a shell-less egg or an egg with a soft shell .  However if you start getting eggs with no or soft shells on the regular basis then you will need to start looking into what might be causing the problem.