This is what I think, From God came the oceans,from the oceans evolved bacteria, from bacteria came eggs,from eggs came dinosaurs, from dinosaurs came birds, from birds came chickens, from chickens came KFC, hmm, hmm finger licken good !!

So I have to say the egg came first…

What you are asking about is first cause, and the correct answer to all of those is rigged because you think in terms of direct cause and effect in a limited time horizon. Alternatively, you can select a deity as a first cause, which makes things easier all around, but then you have to deal with that deity, and they get hungry for things like good behavior . . .