Finding blood in an egg is really unappetizing and cause for tossing out the egg, and all of the ingredients that you've just cracked it into, but it's actually completely safe to eat. Occasionally a blood vessel ruptures when an egg is being formed and this causes a small blood spot (also referred to as a meat spot) to appear on the yolk. You can remove it if you'd like, but the egg is perfectly safe to eat with or without the blood spot.
If you buy your eggs from the grocery store, you probably won't come across an egg with a blood spot very often, if ever. Egg producers use electronic spotters to detect eggs with spots and they're removed before they go to market.
If you have your own chickens or you buy your eggs direct from a farmer, you may see blood spots a bit more frequently, simply because the spotted eggs aren't being culled.