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In one sense, the egg. Animals had been laying eggs for millions of years before anything like a chicken evolved.
If we're limiting our scope to just chicken eggs though, things get a little murkier.
When we talk about chicken eggs, are we talking about eggs laid by a chicken, or are we talking about eggs from which a chicken can hatch? Or do both need to be true for it to truly be a chicken egg?
In the first and last case, the chicken obviously needs to come first, a non-chicken can't lay a chicken egg if that's the criteria you're going by.
That middle ground though is interesting.
The chicken is descended from the red junglefowl. Look up some pictures, they're pretty damn chicken-y, I might even say they may look even more like a chicken than some modern chicken breeds. If I was out walking around and a junglefowl ran across the street in front of me, I'd probably chuckle to myself while I pondered the age-old question of "why did the chicken cross the road?" If one showed up in my friends' backyard flock of assorted chicken breeds, it wouldn't look at all out of place.
But it is not a chicken.
Chickens, however, are junglefowl. We consider them to be a subspecies of junglefowl- Gallus gallus domesticus
Chickens did not emerge in a single instant. It took many years of selective breeding and evolution for the modern chicken to come into being. Countless generations of junglefowl gradually becoming more chicken-y until the modern chicken emerged.
At one point in time, a bird was hatched that checked all of the boxes for us to call it a chicken instead of a junglefowl. The egg it hatched from was laid by a bird that was just on the other side of the arbitrary line from being a chicken. Unless you sequenced the two birds genomes you would probably be pretty hard-pressed to say which was the chicken and which was the junglefowl.
So the first chicken hatched from an egg said by a junglefowl.
However, that is one true chicken in a flock of not-quite-chickens. Odds are that chicken did not breed with another true chicken, but instead one of those near-chicken junglefowl. So its eggs would not hatch into a true chicken, but instead a chicken-junglefowl hybrid.
And there was probably a long period of time where things teetered on that line, the occasional true chicken hatched, and then laid eggs that hatched into non-chickens, those non-chickens getting closer and closer to the line over many generations.
Until finally it happened. Two true chickens bred, and lay an egg that also matches into a true chicken. The first chicken hatched from an egg laid by a chicken.
But again you'd be pretty hard pressed to pinpoint which bird that was in the flock. It was probably a wholly unremarkable bird that looked pretty much the same as all of the chickens and non-chicken junglefowl around it.
The lines we draw separating different species and subspecies are pretty arbitrary. It's more for our convenience to categorize things than it is to reflect any absolute truth about the animals around us. That line could have been drawn just about anywhere in the history of chickens and it would still be valid.
There's also potentially a nature vs nurture angle here. Chickens are social creatures who raise their young, they're not running on pure instinct, to some extent they learn how to be a chicken from other chickens. A true chicken raised by junglefowl may act more like a junglefowl than a chicken in some ways, and vice versa. Is that important when determining what the bird is? When the differences between them are so small, I think it might be. As they say, if it looks like a duck, swims like a duck, quacks like a duck, it's probably a duck.
So there's perhaps an argument to be made that maybe the first true chicken didn't appear until at least a generation or two after that first chicken hatched from an egg laid by a chicken. After all, if the young aren't being raised by and around other chickens, maybe they're not really chickens.