Mat 15:24 But he answered and said, I am not sent but unto the lost sheep of the house of Israel.
Jesus came first to the Jews. They are His chosen people after all and were offered the Gospel before the gentiles.
Luk 24:46-47 Then He said to them, "Thus it is written, and thus it was necessary for the Christ to suffer and to rise from the dead the third day, (47) and that repentance and remission of sins should be preached in His name to all nations, beginning at Jerusalem.
But we know Jesus always intended to bring the Gospel to the gentiles.
Joh 10:16 And other sheep I have, which are not of this fold: them also I must bring, and they shall hear my voice; and there shall be one fold, and one shepherd.
This ministry became most evident when He sent the disciples to witness to everyone.
Mar 16:15 And He said to them, "Go into all the world and preach the gospel to every creature.
We can see in the OT prophecy of the Gospel being presented to the gentiles.
Isa 42:6-7 "I, the LORD, have called You in righteousness, And will hold Your hand; I will keep You and give You as a covenant to the people, As a light to the Gentiles, (7) To open blind eyes, To bring out prisoners from the prison, Those who sit in darkness from the prison house.
Isa 56:7-8 Even them I will bring to My holy mountain, And make them joyful in My house of prayer. Their burnt offerings and their sacrifices Will be accepted on My altar; For My house shall be called a house of prayer for all nations." (8) The Lord GOD, who gathers the outcasts of Israel, says, "Yet I will gather to him Others besides those who are gathered to him."
Jesus going to the Jews first was a matter of timing and to fulfill prophecy.