Yitro 

יתרו

The giving of the Torah and the Ten Commandments are among the fundamentals of the Torah and a seminal event for the children of Israel. Why didn’t the Torah begin with them? 

“I am the Lord your God, who took you out of the land of Egypt” (Exodus 20:2). Why weren’t the Ten Commandments stated at the beginning of the Torah? The Sages stated a parable to explain what this is comparable to. It is comparable to one who entered a region and said: I will reign over you. The people said to him: Have you accomplished anything for us, so that you should reign over us? What did that person then do? He built a wall for them, he streamed in water for them, and he waged wars for them. He then said to them: I will reign over you. They said: Certainly, yes. So too, the Omnipresent took Israel out of Egypt, split the sea for them, rained manna down for them, raised the well for them, gathered pheasant for them, and waged the war with Amalek for them. God then said: I will reign over you. They said: Certainly, yes. <source>(Mekhilta deRabbi Yishmael, Yitro, Mesekhta deBaĥodesh 5) </source>