It is said that the hen came first not the egg. But for this to happen the egg should be fertilised by a cock. But there is no mention of a cock. Why is that?
This is often posed as a deep quandary: Which came first, the chicken or the egg? In our everyday experience, every chicken egg comes from a chicken, and every chicken comes from an egg. So where did the first one come from? Here you speculate that perhaps the hen (female chicken) came first; but then you rightly point out that in order for the egg to be fertilized we'd need a cock (male chicken) to do so. But then where did he come from? An egg? And round and round we go.
The true answer is as surprising as it is fundamental: Chickens and eggs are not well-defined categories. There is not a clear dividing line in the universe between chickens and non-chickens; this paradox arises because we think as though such a dividing line existed.
What actually happened to bring chickens into existence was that they evolved; over millions of years, animals that were somewhat chicken-like became a bit more chicken-like with each successive generation, driven by the demands of surviving in a harsh environment. Being just slightly more chicken-like improved their chances of survival, so each successive generation was a bit more chicken-like than the last. A group of birds that were 50.001% chicken might become 50.002% chicken in the following generation, and then 50.003% in the next. Over enough generations, they eventually got all the way to 100% chicken.
What were they before that? A different sort of bird. And before that? They were dinosaurs. Chickens actually share a common ancestor quite close to Tyrannosaurus rex!
We could keep going further back, of course, to the reptilian ancestors of dinosaurs, and then their amphibian ancestors, and then their fishlike ancestors, and back and back and back for billions of years until at last we reach the beginning of all life on Earth, an unassuming single-celled organism similar to what we'd now think of as blue-green algae.
Before that? We're actually not sure. Somehow, inert matter got reorganized into single-celled organisms of this kind. Scientists are still working on exactly how that happened. But once it did, those single-celled lifeforms began evolving, until one day their descendants would diverge into millions of different species, including ourselves---and of course, chickens.