Nah, fish & lizards lay eggs... the first living thing closest to whatever we might call a chicken was hatched from an egg laid by whatever came before it.

Theory of evolution would disagree, it would say the chicken that laid the first egg wasn’t a chicken at all. (Credit Neil D. Tyson)

I would say, the chicken came first because its existence isn’t connected to another existence, whereas the egg needs the hen to keep it warm until it hatches.