She doesn't have 2 tails, though it looks like it...I don't know how long you've had her, but that happens when either they are overpreening themselves, another bird is overpreening themselves, or their cage is too small and they are constantly hitting their tail feathers on the cage bars. It's usually the result of either feathers being pulled/plucked from in between the two groups of feathers, or it's from the bird constantly preening and fanning them apart.
Do you know how old your Budgie is? If he/she is younger than 8 or so months old and has not already gone through his/her big molt, then you should see this come right out during the molt and a normal looking tail grow back in...However, if it happens again AFTER his/her big molt, then you'll know for sure that it's either the cage is too small, or he/she is over-preening that area.
***What you need to be concerned about if it is your own bird over-preening itself, especially in the tail area, is that he/she is doing it because they have either a GI infection (bacterial, fungal, or parasitic), or they have a Kidney/Renal infection. So you do need to get your bird to a Certified Avian Vet or Avian Specialist Vet for his/her first Wellness Exam, if you haven't already. That's something that should be done at least once every year of his/her life, and it should always include a complete Fecal Culture and Microscopy and full Blood-Work anyway, so that way you can either confirm or rule-out a GI infection, as well as to make sure that he/she has no external/topical parasites either...
I'd also do a quick check if you are able to and see if your Budgie has any signs of plucking around his/her Vent/Cloaca area. Check to see if there are any bald spots, or if any of the outer feathers are missing and the down-feathers are exposed. If there is any plucking around his/her Vent area, then that's a good sign combined with the tail-feathers that there is some kind of infection going on, or at least something causing him/her itching or discomfort/pain, either GI or Kidney related, or possibly a topical infection, like an external, topical Yeast/Fungal infection.
I forgot to ask you what I should have right away, lol...Have you seen your Budgie actually preening/messing with his/her tail feathers often?
Also, I know you said you got him/her at a pet shop, but how long have you had him/her? And if you can post a photo of your Budgie's face/head/forehead, I can tell you about how old he/she is, and possibly also the gender if he/she is at least a year old, if not then you can't tell their gender visually yet, as their Cere will continue to change colors until they go through their first big molt...That's the other thing I'll be able to tell you, whether or not your Budgie has already gone through their first big molt yet...
A lot of this is going to depend on how long you've had your Budgie, the age, etc. Also, in addition to a photo of your Budgie's face/beak/Cere/forehead area, can you also take a better photo of his/her tail, like a closer shot of the tail, and maybe from the top/other side so we can see the entire tail and a bit more closely?
***One more thing, if you're able to handle your Budgie to look at his/her Vent/Cloaca area for signs of plucking, you should also flip him/her over so you are looking at his/her back, go to the end of his/her back right at the base of his/her tail, wet your finger, and move the feathers on his/her back away and look for/feel for the Preen-Gland...Their Preen-Gland sits on their lower-back, right at the base of their tail, and it feels like a little bump if you run your finger over it...It should look like a little "pimple" type of bump with a tiny hole in the top. This is the gland that secretes the oil that they rub their beaks in prior to preening their feathers (that's why you see them constantly rubbing their beaks on that lower-back aread while preening)...Another common cause of plucking/over-preening of the tail-feathers is a problem with their Preen-Gland. So if you are able to find it and see it, if it looks swollen, red, or has any types of bumps or growths on it or in it, then it's probably an infection of the Preen-Gland causing the tail-plucking, which is not an emergency but will be eventually without a culture taken to determine what is causing the infection and then being put on the appropriate Antibiotic or Anti-Fungal...If you don't feel comfortable checking your Budgie's Preen-Gland or Vent area for issues that's understandable, but is a good example of why you need to find either a Certified Avian Vet or Avian Specialist Vet ONLY to take him/her to for a complete Wellness-Exam, and not an "Exotics" Vet, as you need an Avian Specialist who is very familiar with Feather-Destructive Behaviors and just Avian Medicine in-general...We can help you find the closest CAV's and Avian Specialists to you, there's a great world-wide search tool here in the forum...