when god created animals he obviously would'nt have created an egg! lol. but instead came 2 chickens who mated and created an egg which turned into a chicken
If you believe in evolution, the egg obviously came first, because there would have been a slight mutation in the DNA causing a chicken to come from some other life form. (http://science.slashdot.org/article.pl?sid=06/05/26/1738217)
If you don't believe in it, the answer is much more complicated.