Final answer:
The first macromolecules in protobionts are believed to be RNA molecules, as supported by the RNA world hypothesis, which highlights RNA's dual role in information storage and catalysis.
Step-by-step explanation:
Scientists propose that the first macromolecules in protobionts were RNA molecules. This is underpinned by the RNA world hypothesis, which suggests that RNA, possessing the ability to both store genetic information and catalyze chemical reactions, could have been the first self-replicating systems at the origins of life. This hypothesis addresses the 'chicken-and-egg' dilemma of whether proteins or nucleic acids came first, since RNA has the properties of both and thus could have been the precursor to both DNA and proteins in early life forms.