for thousands of years, there was ocean life before life outside of the ocean, and for thousands of years, sea creatures were laying eggs.
so eggs had to come first. whether you believe in the bible or believe in what biology teaches, because they both have the same claims about the development of life on earth.
But to be specific about the hen species and the egg it would hatch from, or how the original hen laid the original egg vs. the original egg hatching the original hen, it would seem only logical that the hen had to come first because eggs do not hatch themselves. even if it was some other variation of "hen" you know, some type of ancestor hen (pterodactyl maybe), the hen had to come first, or rather, the ancestor of the hen. the egg layer.
oh! i got it!
lets rephrase the question: which came first, the egg layer, or the egg?
there are many mysteries in the universe, and biology isn't free from mysteries either. for example. for millions of years, there were uni-gender, non-flowering plants and no bees. then, instantly, there were opposite gender, flowering plants and bees to pollinate them.
there was no gradual change from the plants with no flowers to the plants with flowers. there was no bee that existed prior to having flowering plants. it all just happened at once. Darwin knew this, and it was surmised that the missing links, when found, might support the theory of evolution, however, Darwin found more of these anomalies and began to see the weakness of the theory...by the time he died, it is said that he, himself, did not believe that the theory of evolution was sound.