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KJV Rom 1:16 For I am not ashamed of the gospel of Christ: for it is the power of God unto salvation to every one that believeth; to the Jew first, and also to the Greek.
I am looking for a very specific, reasonable answer, not a general one, presumably one or more of the following:
Since you've used the KJV, all the quotations and links in this answer also reference the KJV.
We can trace God's dealings with Israel back to Abraham in the famous passage Gen 12:1-3, where it is through Abraham that "all families of the earth be blessed".
After Solomon, just as Rehoboam was ascending the throne, the nation of Israel split into (1) the Northern kingdom, which consisted of the bulk of Solomon's kingdom and kept the name Israel, and (2) the Southern kingdom, which took on the name Judah even though it included people from other tribes. The term "Jews" refers to the people in the Southern kingdom, which survived as a sovereign nation longer than the Norther kingdom. (It can be argued that the term applied to all descendents of Abraham through Isaac who remained faithful to God. My point here is simply to point out the historical roots of the word "Jew".)
When Jesus conducted His earthly ministry, He identified His own ministry as to "the lost sheep of Israel" (Mt 15:22 onwards). When Jesus commissioned the disciples in Acts 1:8, the order specified was "in Jerusalem, and in all Judaea, and in Samaria, and unto the uttermost part of the earth". In each case, it was to the Jew first.
Paul's view of the Jews was a people "to whom pertaineth the adoption, and the glory, and the covenants, and the giving of the law, and the service of God, and the promises" (Rom 9:4).
So given the path through which the gospel came, it was appropriate for Paul to deliver the message "to the Jew first".
A big theme in Romans is the (mostly?) Gentile church being written to and their treatment/mindset concerning the Jewish people (whether non Christian or Christian) we have chapter 2 with a discourse between Jews and Gentiles, and then chapters 9-11 extending this theme. It seems Paul, on his way to Jerusalem with a gift from gentile Christians in Asia who are rightly concerned with the well-being of their Jewish brothers, wants to encourage the Gentiles in Rome to consider their Jewish brothers in how they conduct themselves, pray and generally live as a congregation. They should like Paul lament that the original people of God are perishing and losing the opportunity for salvation. The gentile Romans have been grafted in by Gods mercy (almost) due to the rebellion of the Jews, and should be humble in their position and desirous to see the originals restored. I think Mark 7 with the syrophoenician gentile lady's attitude is what Paul is getting it. She recognizes the gospel is for the Jew first then the Gentile.
Paul honoured the Jewish Christians as being the originators of the movement, and the first to suffer persecution at the hands of fellow Jews (1 Thessalonians 2:14) but was adamant that their theology was deficient. He was content if they believed in Jesus and kept practising a form of Judaism, as long as they did not attempt to proselytise Gentiles. Paul’s letter to the Galatians informs us about the theological battle lines. At the Jerusalem conference which is recorded in Galatians an agreement was reached to divide the missionary territory between Jews and non-Jews. (2:9) For more on this see chapter 8 of my book, Jesus of the Books: A Pragmatic History of the Early Church. The first form of early Christianity was Jewish-Christianity, as a party called Nazarenes and also Ebionites, characterised by their adherence to Jewish laws, and faith in Jesus. Paul and Gentile Christianity came later.
