It happened to me on this grow. Had three seeds come through, two were fine, the shells came off before they came up through the ground. The third however, had the shell stuck on really well. I tried water to get it off, no luck.
After two weeks with the shell not coming off, I thought it'd die if its leaves didn't get any light soon. It was almost two inches tall by then. I took a really small very sharp knife and had to cut the fuker off.
It started growing fine after that except that it is half the size of its sisters and the same age. Just the spaces between branches is a lot closer (I forget what that's called).
Other than it's size, it doesn't seem to have anything wrong with it. In fact, it's probably my healthiest plant.