Q: My hen laid a teeny tiny egg, and when I cracked it open, there was no yolk! Should I be concerned?
A: Awww, isn't that cute! Tiny, yolkless eggs are sometimes known as witch eggs or fairy eggs.
Of course, fairy eggs don't really come with wings. ;-) The wings in the photo above are cicada wings that a snacking hen didn't care for, so they were snatched up to use as a photo prop.
Occasionally a hen will lay a fairy egg when something has disturbed her reproductive cycle. Sometimes a hen will lay a fairy egg or two just as she comes into laying, before her reproductive system has gotten into gear. They do come in all the colors that hens lay: white, brown, green, blue and so on, although they are sometimes lighter or darker than her regular eggs because they may spend more or less time in the "egg painting" area of her system, the shell gland. Fairy eggs are normally nothing to be concerned about. It simply means your hen didn't release a yolk before her body started producing an egg to enclose it.
Sometimes a hen may lay a small egg that still contains a yolk, too... even if she normally lays larger eggs. Again, this typically happens with a new layer as her body is getting into the rhythm of laying, but it can also happen with older birds if there has been a disturbance that upsets their usual cycle.
They do look a little ridiculous in the carton next to normal, large eggs, though!
Having a hen lay abnormally small eggs isn't anything to be concerned about unless these drastic size changes happen regularly. Then you will want to consult a vet to make sure everything is okay. But do keep in mind that the eggs of a young pullet are often very small (regularly) for a few months, and gradually get bigger as she matures!