According to me they both come one after other that's why hen gives egg and from eggs hen comes out it might be scientific reason
if we speak physically egg comes first because it is not mentioned if it is a chicken egg
Hope I am right:)

The Hen and Egg Dilemma

Introduction
The debate on whether the hen or the egg came first has puzzled humans for centuries. This question raises an intriguing paradox, as both options seem to require the existence of the other. However, a closer look at the natural processes involved can help us unravel this mystery.

The Evolution of Species
According to the theory of evolution, all species have evolved over millions of years through a process of natural selection. In this context, it is essential to understand that the concept of a hen or an egg as we know them today did not exist during the early stages of life on Earth.

Origins of Reproduction
Reproduction in early organisms was much simpler than in modern animals. The first living things on Earth reproduced asexually, meaning they reproduced without the need for a mate or an egg. These organisms would simply divide themselves into two identical copies, thus creating new individuals.

The Emergence of Sexual Reproduction
Over time, as life became more complex, sexual reproduction emerged. This type of reproduction involves the fusion of male and female gametes, resulting in the formation of a zygote, which eventually develops into an offspring. This is where the concept of an egg comes into play.

The Evolution of Birds
Birds, including hens, belong to a group of vertebrates called avians. Through the process of evolution, ancient reptiles gradually transformed into birds. Fossil records indicate that the earliest bird-like creatures laid eggs. These eggs were not identical to the eggs laid by modern hens, but they were the predecessors of them.

The Hen or the Egg?
Considering the evolutionary history of birds, it can be concluded that the egg came before the hen. The first bird-like creatures laid eggs, which underwent gradual changes over time, leading to the development of the modern hen and its specific egg-laying characteristics.

Conclusion
In the context of evolution, it is evident that the egg came before the hen. Ancient bird-like creatures laid eggs, which eventually gave rise to the diverse species of birds we see today, including hens. The hen and the egg are intertwined in a complex web of evolutionary processes, each dependent on the other for their existence.