2 "I am the LORD your God, who brought you out of the land of Egypt, out of the house of slavery.
3 "You shall have no other gods before me.
The beginning of the Ten commandments, given by God to Israel on Mt. Sinai.
God begins by stating who he is in relation to Israel. We have to remember that the Ten Commandments are a part of a larger agreement between Israel and God. These agreements are called "covenants" which are similar to legal contracts/documents. Without identifying all parties in an agreement such as this, there is no point in having the contract since nobody would know who to apply it to! So God identifies himself and Israel by mentioning their shared experience in Israel leaving Egypt.
The reminder that God brought them out of Egypt shows where the authority in this agreement comes from and gives an incentive to obey the commands because of gratitude at salvation from Egypt.
The first commandment is to only worship God. Some people worship false gods, some worship money and possessions, some worship people or entertainment. Anything which competes with our affection for God can become our own personal god in place of God (with a capitol G).