Let us proclaim the mystery of eggs.
Double Yolkers appear when ovulation occurs too rapidly, or when one yolk somehow gets "lost" and is joined by the next yolk. Double yolkers may be by a pullet whose productive cycle is not yet well synchronized. They're occasionally laid by a heavy-breed hen, often as an inherited trait.
On that site you'll also find descriptions of other egg oddities. Who knew you could have no yolkers, double shelled eggs, eggs without shells, spoon shaped eggs, eggs with tails, wormy eggs, triple yolkers, and even a nine yolker? Yikes!
About 1 in 1000 eggs has a double yolk so it isn't all that rare. In some countries, markets sell cartons of double yolked eggs.
Throughout history and in different cultures, finding a double yolk has been considered to mean anything from an impending wedding to a financial windfall to a death in the family.
So would a double yolked egg produce twins?