That is quite common, actually. Sometimes the missing twin is "taken away" by the own mother whose body no longer recognizes it as a fetus, and it just "disappears" but sometimes it doesn't, and during the early stages, when the cells are still dividing, the "twin" doesn't divide properly or something and somehow, it gets stuck inside it's sibling. People can go years without them knowing they had a missing twin
This actually happens a lot strangely enough. And females tend to be the ones take over a male in the womb (take over meaning absorb). (I'm full of this kind of pointless information).
"I ate my twin in the womb"