A number of religions throughout history have had legends about the creation of the Earth.
If you believe that any of them are literally true, then you’ll have to buck all evidence and believe that the chicken was created first.
However, most likely the egg came first before the chicken.
Chickens have been traced back genetically to an earlier bird in Indochina called the red jungle fowl.
At some point one of these jungle foremothers laid an egg that had enough genetic mutations so that what hatched would be considered more of a chicken than a red jungle fowl.
So the best evidence indicates that the egg came first, about 8,000 years ago, then the chicken.