That is a really tough question to answer and nobody would really know unless they were there.
In one way the chicken would need to come first but then again it takes an egg to make a chicken.
Just like the question as to which came first the male or female human or did a baby come first and then grow up to be an adult and then created another baby and so on and so forth.
I would have to say that something else had to come before the egg though unless some other species laid the chicken egg which had a female baby chicken in it which is more of the possibility.