As research is showing astrocytes role in information processing , I am interested in knowing which evolved first - an astrocye or a neuron ?
Neuroglia evolved after neurons did. The evolution of glial cells coincided with increased complexity of the organization of the nervous system.
Glial cells are supportive cells for neural tissue. As such, evolution of glia before neurons would not be a parsimonious hypothesis, however not impossible.
Glia indeed seems to have evolved after neurons did. Arguably, Ctenophora (comb jellyfish) and Cnidarians (hydras and sea jellyfish) feature the most primitive neural systems known today. They have diffuse nervous systems, characterized by relatively simple semi-independent networks. These networks lack conglomerates of specialized neurons called ganglia, and these animals don't have a brain or a spine such as the chordata have. They also don't have glial cells associated with the diffuse neural networks.
Only until more complex nervous systems appeared later in evolution, i.e., in early Bilateralia (e.g., flatworms and roundworms) supportive cells evolved: the neuroglia.
Fig. 1. Evolution of glia accompanies increased complexities of early life forms. source: Verkhratsky et al. (2019)