We had chickens growing up. I've seen eggs that were bumpy like that. It's from a chicken that is at the end of it's laying period, and from a soft shell initially, which means it's food intake was less than satisfactory. It didn't have enough of the nutrients that make the shells hard.

If you ever get eggs from the store and eggs from a farm, you can tell which are which. Normally shells from farms (where chickens aren't raised in cages and that kind of thing) are much harder. They're normally harder to crack. Did you ever notice the number of "spots" in the farm eggs as well? Those are because the chickens are more mobile and they run around and all that good stuff and they create more blood spots in them. They freak me out, and I always scoop them out, but I still always get free range eggs from the farm up at my mom and dad's house (we don't have chickens any longer).

Different colors are from different breeds of chickens as well.