The egg.
You could be pedantic and justify it as follows:
why is everybody saying the chicken came first are you people DUM
eggs existed way before chickens
But even if we specifically mean "chicken egg," the egg came first. The evolutionary ancestors of the modern chicken is the red junglefowl (well, the red junglefowl still exist, so technically it's a common ancestor, but that's besides the point), which means a red junglefowl must have, at some point, laid an egg that humans would classify as a chicken. In other words, a non-chicken laid an egg that contained a chicken. So the egg came first.
There's no possible way for the chicken to come first; every chicken needs to have hatched from an egg (putting aside future technology), but not every egg containing a chicken needs to
necessarily have come from a chicken, because the genes combination that create a chicken would have been created during the fertilization process and via mutation, originating from a different species.
Anyone who votes "chicken" must have failed biology :P