Nothing beats the thrill of the first pullet eggs
And it never gets old.
From a food safety perspective, eggs are best collected as soon as possible and kept in the fridge. What can happen is that if cold eggs are brought into a warmer environment, moisture can condense on the cold egg shell. It's possible that bacteria can move through the pores in the shell and infect them. Eggs are an excellent growth media for bacteria. I usually toss any eggs that are soiled- just being extra careful. Food poisoning is no joke and should be taken very seriously, so I don't take risks with my eggs.
I usually weigh my first pullet eggs, just for fun. Most of my pullet eggs start out in the 30-40 gram range but then increase in size as the hens get older.