Ultimately the chicken's ancestors came first. Most likely from the ocean when they had one eye. Eventually their fins mutated into wings where they traveled the air for centuries until they were punished and sentenced to life on the ground. This would lead to their soft eggs evolving into hard shells to protect it from the other land animals. The abundance of food on the ground meant they wouldn't need to fly anymore and they became chickens. So I guess this means that it was the egg that was actually first, but it didn't have evolved chickens in them till later. ;)