the question has multiple answers, it depends how you view the question, metaphorically, literally, or religiously

metaphorically speaking
in this case, were viewing the general idea of the question, as in, is something created by nothing (the egg)? or does something create the prelude of something (the chicken), in this case, the chicken makes more sense because you need it to create the egg, you need one cell before it can split into two..(you could say this is somewhat like the religious answer, but the big bang for example is "something")

Literally speaking
In this case, were viewing the idea that on earth while life existed, would the chicken come first or the egg, in this case its the egg because something that was a close resemblance to the chicken would have eventually layed a egg that would be the first chicken..

Religously
In this case, its basically saying did a god create something (chicken), or did nothing create something (egg), in this case the chicken would be first because in religious terms, god basically created everything, therefore he created the chicken first before the egg..(even thought I wouldn't recommend taking this answer to the question, its makes you look like your taking the easy route out of the question)

that is all..