what SteveD doesnt really make sense. this gets confusing if you refer to a CHICKEN egg, but you didnt say what kind. if you mean any kind of egg, then ewood has got it right
I reckon it's the chicken. When I was a kid, my folks had hens at the top of the garden. One of them had a calcium deficiency for a while and laid eggs without a shell. So my thinking is that a shell isn't strictly necessary but evolved later as added protection.
neither.Both evolved incrementally so there is no possible way of saying authoritatively which came first. (Assuming of course that Darwin got it right).