according to the national geographic, reptiles were laying eggs thousands of years before chickens appeared, and the first chicken came from an egg laid by a bird that was not quite a chicken. that seems to answer. the egg came first.
There is already an answer hunging out there in mylot... I think it came from my little sister. The first was a dinosaur that layed the egg that evolved to a chicken because of a mutation. Perhaps the dinosaur was an archaeopteryx.