They say that it's the egg.
Explains philosopher David Papineau at King's College in London:
I would argue it's a chicken egg if it has a chicken in it. If a kangaroo laid an egg from which an ostrich hatched, that would surely be an ostrich egg, not a kangaroo egg. By this reasoning, the first chicken did indeed come from a chicken egg, even though that egg didn't come from chickens.The Guardian has more here.