Blue Tits and their Eggs

Hi All. 

I have a pair of Blue Tits nesting in my garden nest box which has a camera inside it. 

The Female has been staying in the nest overnight for the past two nights now. This morning I woke up to see on the replay what looks like an egg. She then left the nest box a few times and returned with some more materials that she put around where she slept. She then left the nest a couple more times and came back with even more materials - what appear to look like fluff - but this time she placed them on top of the potential egg. 

Why is this? Has anyone else had this happen in their nest boxes with Blue Tits? 

Thanks, Billy.