The first commandment was first for a reason.
Martin Luther wrote on the first commandment in his larger catechism:
“That is: Thou shalt have [and worship] Me alone as thy God. What is the force of this, and how is it to be understood? What does it mean to have a god? or, what is God? Answer: A god means that from which we are to expect all good and to which we are to take refuge in all distress, so that to have a God is nothing else than to trust and believe Him from the [whole] heart; as I have often said that the confidence and faith of the heart alone make both God and an idol. If your faith and trust be right, then is your god also true; and, on the other hand, if your trust be false and wrong, then you have not the true God; for these two belong together faith and God. That now, I say, upon which you set your heart and put your trust is properly your god.
Therefore it is the intent of this commandment to require true faith and trust of the heart which settles upon the only true God and clings to Him alone. That is as much as to say: “See to it that you let Me alone be your God, and never seek another,” i.e.: Whatever you lack of good things, expect it of Me, and look to Me for it, and whenever you suffer misfortune and distress, creep and cling to Me. I, yes, I, will give you enough and help you out of every need; only let not your heart cleave to or rest in any other.”