It certainly isn't unusual and it isn't double the calories. Most people love it when they get a double yolk. I was raised on a farm and had them often.

I see them from time to time. I think it's kind of cool :)

Once in a blue moon I will get a bloody egg and I just can't bring myself to cook it.

Ha! Reminded me of this http://www.youtube.com/watch?v=_wubgAIiWpY

Luckily it was only 2 yolks and not an egg within an egg :o