"²⁰ And God said, "Let the water teem with living creatures, and let birds fly above the earth across the expanse of the sky." ²¹ So God created the great creatures of the sea and every living and moving thing with which the water teems, according to their kinds, and every winged bird according to its kind. And God saw that it was good. ²² God blessed them and said, "Be fruitful and increase in number and fill the water in the seas, and let the birds increase on the earth." - http://www.ibs.org/

This being the bible my first thought is to disagree. I hence argue the egg came first for at two main reasons.

1. Eggs were around before chickens. Many animals laid eggs, such as dinosaurs. Surely one egg laying animal existed before the chicken first did.

2. It's my opinion that an actual chicken has to adhere to many specific characteristics such as having been nurtured inside of an egg for the beginning of its life. Therefore it stands to reason that two animals very similar to chickens deep, deep in the past must have mated and then the lady almost-chicken  must then have layed an egg which hatched into a proper- chicken, this way the chicken still still came after the egg.

The Literate Badger.