It sounds a lot like a false pregnancy. How old is she? Has she been spayed? Any chance she was exposed to an unneutered male 30 days or less ago? Pregnant does start making nests sometimes as early as 2 weeks into their pregnancy, although most make them around day 27 (of 30 total).
The only other reason we see bunnies pull out their fur is that they're really upset or bored. If she's in a small cage and doesn't get out much, doesn't have hay to chew on all day long (this keeps them from getting bored), or is in a situation that is scary or upsetting (caged next to a dog, raccoons/other predators come in there), it probably is a false or real pregnancy.
It's common for enough fur to be pulled out to make the skin visible. Is the skin a nice, healthy pink color, or is it dandruffy, scaly, or blotchy and red?