Take and move
Approach a nest, take a chicken, and leave immediately. The official description confirms that its Guard will chase you.
Avoid player knockouts
Another player can hit you with a Bat and make you drop the item you are carrying. Build Speed before attempting higher routes and avoid crowded exits.
Turn the steal into cash
Keep the chicken in your pen so it lays eggs. Carry those eggs to the Merchant and sell them to fund Speed and capacity upgrades.