|MadSci Network: Evolution|
Actually, this question is more anthropological than evolutionary, since the chicken (Gallus domesticus) didn't exist until its domestication around 2000 BC in Indochina. The first chicken came from the first chicken egg, which was laid by a red junglefowl (Gallus gallus). Whether you argue creation or evolution, the fact that humanity predates and is responsible for the speciation of chickens from red junglefowl should lay the "chicken or the egg" question to rest. From an evolutionary perspective, this answer holds for all species: the first member(s) of any species were the offspring of another very similar species, i.e. evolution argues that the egg always comes first. From a creationist perspective, this answer is anomalous, since all species that predate humanity originated as adults around 4004 BCE, i.e. creationism argues that the red junglefowl came before the red junglefowl egg.
Try the links in the MadSci Library for more information on Evolution.