Why is the letter 'A' the first letter of the alphabet?

The derivation of the English alphabet going back to 1000 BC:
Phoenician - Greek - Latin - Old English - Middle English - Modern English

In the Phoenician alphabet, the first letter was a sideways 'A' called aleph. The Greeks turned it 'right-side up' and called it alpha.
The position of A as the first letter has survived each stage along the way from Greek to modern English.

https://en.wikipedia.org/wiki/Phoenician_alphabet

(If you're asking why the aleph was first in the Phoenician alphabet, then I'm lost.)

Something had to be. Well, the Israelites were among the first to put an alphabet in order, as seen in the many alphabetical acrostics in the Psalms, Lamentations and Proverbs. All these place Aleph first. Aleph is from "aluph", the Semitic word for "bull" or "champion" - head of beasts, head of the alphabet. The Roman "A" is derived from "Aleph".