The correct answer is (a) 7.
Let $x_1, x_2, x_3, x_4, x_5$ be the five numbers. We know that the average of these numbers is 8, so $x_1 + x_2 + x_3 + x_4 + x_5 = 40$. We also know that the average of the last three numbers is 10, so $x_3 + x_4 + x_5 = 30$. Substituting this into the first equation, we get $x_1 + x_2 + 30 = 40$. Solving for $x_1 + x_2$, we get $x_1 + x_2 = 10$. Therefore, the average of the first two numbers is $\frac{x_1 + x_2}{2} = \boxed{7}$.
Option (b) is incorrect because $9$ is not the average of the first two numbers. Option (c) is incorrect because $11$ is not the average of the first two numbers. Option (d) is incorrect because $14$ is not the average of the first two numbers.