Graphene hydrogels/aerogels are emerging three-dimensional graphene macroscopic assemblies of potential use in many applications including energy storage, pollutant adsorption, and gas sensing. In this Letter, we identify, characterize and control the formation of the exterior shell structure of graphene hydrogels prepared via hydrothermal reduction of graphene oxide. Unlike the porous bulk of the hydrogel, the shell is a compact, highly ordered layer with a higher electrical conductivity. Shell formation is dependent upon the surface anchoring of graphene oxide at the liquid air and liquid-container interfaces. By purposefully weakening surface anchoring of graphene oxide using mild thermal or chemical prereduction method prior to hydrothermal reduction, we have succeeded in completely suppressing shell formation in the graphene hydrogel. The resulting graphene hydrogel shows a lower volume reduction with a porous bulk structure immediately accessible from the surface, in contrast to graphene hydrogels prepared under conventional conditions.