This was an amusing question to think about on a course during my first BSc year. In my humble opinion it really does not matter which came first because the formation of all three anyway requires a some kind of organized system of synthesis: metabolism.

Each three group of molecules serve their purpose in a large perspective and act as "advanced" molecules (proteins as enzymes that produce genetic information, DNA as a stable storage of information and RNA as a carrier of genetic information in the synthesis of proteins) that have a purpose in functional metabolism and ultimately in the viability and survival of an organism. Arguing about "which came first" is the same as arguing about the chicken and the egg - which came first that is. Chicken that doesn't produce eggs is bound to go extinct - and there's no point in laying eggs that do not produce offspring (because you need a chicken to actually take care of the egg). Just a silly dilemma.

Just to stir the soup: of course anyone can argue about the potential ribozymic activity of RNA and their ability to store information. So, if one has to pick a single answer then yes, it could be RNA. Could be.