This is all assuming that you are referring to a chicken's egg, if not, egg definitely came first.
Otherwise, it depends on the definition of a chicken egg. If a chicken egg is described as an egg that hatched into a chicken, then the egg came first. If described as an egg layed by a chicken, then the chicken came first.
Which means that there is a ~75% chance that the egg came first, which means that the final answer to the question is most likely egg.