Your first thought is, "Who cares?". But I care. And YOU care, deep down inside. Other people care to... like Billy Bohmeiack, who was institutionalized in 1892 for a mental breakdown after pondering this question for 459 days straight. So this is really a public service announcement, deticated to all those Billy Boheiack's out there, who are close to losing it.
OK. This is all based on Darwin's Theory of Evolution and Mutation, so if you don't believe in Darwin, STOP READING NOW, so I don't have to read any letters from psycho-christians telling me what a heathen bastard I am.
Imagine a really, REALLY long time ago... when there were no chickens. I know, it's scary thinking there was a time were our fowl friends didn't exist, but bare with me. There were no chickens, but there were animals sort of like chickens. We'll call them "almost" chickens. These "almost" chickens were doing what all "almost" chickens do, pecking here, scratching there, swimming at depths of thirty feet under water and breathing through their "almost" chicken gills, and of course, getting their groove on with the other "almost" chickens.
As the years went by, the "almost" chickens moved farther and farther inland, away from the water (They heard a casino opened). Since they were farther away from the water, they began eating other things, and didn't really like the water much, since it took them away form thier gambling. So one day, one of the female cocktail (get it? HAHA) waitress "almost" chicken scored with one of the big winners, and after she got laid, she laid some eggs.
It happened that one of her eggs, Ralph (They weren't very smart back then, they didn't know not to name their "almost" chickens before they hatch... I'm SO funny), was a VERY SPECIAL EGG. After years and years and years and years of not being around the water... Ralph mutated. He no longer had gills, and couldn't swim. But he wasn't a chicken yet.
You ask, why not? What the hell was wrong with him? Did he have arms? Of course not. He wasn't a chicken yet, because he was still an EGG. When he hatched, THEN he was the first chicken. Alot of the "almost" chickens made fun of him, but he still got married and had more chickens just like him... and so on... and that's how the chicken came into existance.
The Egg Came Before the Chicken.
What? That's bullshit, you say? Well fine then. Here's another answer. Fish and reptiles were laying eggs long before birds ever came around. So SCREW YOU GUYS, I'm still right.