if the situation could be properly analyzed, which is not actually possible, there would ultimately be a specific genetic mutation that would give rise to the first chicken. it is true that speciation would not occur at the point this chicken hatches, but require some time for the allele to become dominant within a subpopulation, and then for that subpopulation to isolate itself - which is usually done physically (through geographic barrier or migration). however, once the dusts settles, we will then need to test for this specific mutation in order to determine whether a bird in front of us is in fact a chicken or merely a near common ancestor to all existing chickens.
such a chicken will hatch from an egg. but, neither of it's parents were chickens.
the egg precedes.