What came first? The DNA or the DNA polymerases?
The straight forward answer is: we don't know. We don't have any direct evidence for what happened at that time nor any completely developed and coherent theories for how it worked.

The widely believed hypothesis is the "RNA World" hypothesis. RNA, unlike DNA, is capable of spontaneously folding to form catalytic molecules and thus avoids the needs for translation and transcription by proteins since it can bootstrap it's own synthesis. The idea is that, over time, the RNA developed the means to synthesize proteins and then started using DNA as a more stable storage molecule. The earlier RNA-based RNA polymerases were supplanted by higher fidelity protein polymerases over evolutionary time so we no longer see them in modern cells.