it depends on what you define as an egg (if you mean the chicken egg specifically)
if a chicken egg is an egg that hatches a chicken, the egg came first, laid by whatever animal evolved into chickens
if a chicken egg is an egg laid by a chicken, the chicken came first, as there would have been no previous chickens available to lay the chicken egg
there is no "right" answer to this question
let's solve the age-old question itt
which came first, the chicken or the egg?