If you only have a few, all different breeds, than each one will lay an egg which is a different colour/shape/size, or a mix of all three. I have a Sussex who lays pale cream, a Legbar who lays blue, and when my pullets stat laying the Columbian Blacktails will be brown and the Leghorns will be white.
If you know what breeds they are, look up what colour eggs to expect and then just keep an eye on who is coming and going out of the nestbox. Of course of they're all the same breed this doesn't work so well.
Congratulations on that wonderful first egg! Which pullet seems the most mature, ( ie comb reddest, squats when you touch her back, most interestd in the nestbox) if you could pin that one down you'll gradually get to grips with the others.