Allah subhanahu wa taala mentioned in the glorious Qur'an:
[Yaa-Seen 36:36] Purity is to Him Who created all pairs, from what the earth grows, and of themselves, and from the things they do not know.
According to this ayah, it is clear that Allah created every creatures in pairs, and chicken is no exception. So, chicken came first, then came the egg.
Simple as that, if you do not believe in evolution (like me).....