Shrimp, and most other exoskeleton creatures, shed their skin periodically, a process called molting. It is a normal part of the animals growth procedure. The exoskeleton doesn't grow, so the animal develops a new, larger layer of "skin", and ditch their old "skin".
This is a very normal procedure, and it will happen many, many more times. The crabs will do the same thing. When they do molt, it is necessary that they have enough iodine in the water, because it helps them to grow their new layer of exoskeleton. Don't add iodine, though, unless you test for it, IMO
Also, you should fetch out the shed skin, if possible, to prevent it from decaying into nitrates and such.