Other possible causes: sometimes, rough shells will be caused by water shortages, which may happen in the winter if the water freezes. When that happens, the egg sort of "stalls" in the reproductive tract for a while, getting excess calcium distributed to its shell. The same thing can happen if your chickens are scared by an intruder, a low-flying helicopter, a barking dog, or even a very loud storm! If your hens go "off" laying due to a disturbance, when they resume laying again their first eggs may be misshapen, missing a shell, or have a very rough shell.
Whatever the cause, rough shells on their own are seldom a cause for concern in the backyard setting... although if you sell your eggs, they can certainly be a little unsightly. I mean, you were worried enough to look this answer up, right?
If your hen is laying rough or pimpled eggs all the time, do make sure that the problem is not a slow-down in the reproductive tract due to illness. Ask yourself: are there any other symptoms? Is she eating well? Is her poo a normal consistency? Is she active? Are her nares (nostrils) clear and eyes bright? If your hen is otherwise healthy, you probably needn't worry. If you believe your hen is ill, however, we recommend you get her to a veterinarian for a check-up.