If you believe the chicken came first:

Dr. Colin Freeman from Sheffield University along with colleagues from Warwick University’s research would support you! They “have the scientific proof that shows that in fact the chicken came first”.

What they found was a protein, called ovocledidin-17 (OC-17), that exists only in a chicken’s ovaries and is vital to eggshell formation in chickens. The protein acts as an enduring builder that puts tiny parts of the shell together. The shell would not exist without this protein, which only exists in chickens, so the end result is that the chicken came first.