The first commandment

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."

-- Exodus 20.2, 3, ESV 

The first commandment is simple, as is the reasoning behind it. No one else brought the Hebrews out of Egypt, so the Hebrews weren't to worship anyone else. And "no other gods before me" didn't mean they could have a lot of gods as long as Yahweh was their favorite. If you think that's the case, try telling your wife that you're going to have a lot of wives, but that she'll be your favorite. Let me know how that works.