Before performing mitzvot, one needs to know that there is a supreme Ruler, the Master of the Universe, who created all the dimensions of reality.

The first mitzva is to know that there is a supreme Ruler:

“And you will know that I am the Lord your God” (Exodus 6:7). This mitzva is the first of all the mitzvot; it comes before all the mitzvot: To know the Holy One, blessed be He, in general. What does in general mean? Knowing that there is a supreme Ruler who is the Master of the Universe and who created all the worlds, the heavens, the earth, and all their hosts. This is what in general means. And ultimately: In specific ways. One must know Him in specific ways.

Before the exodus, God was known in a general way, and in the end, He was known in a specific way:

When the children of Israel departed from Egypt, they did not know the Holy One, blessed be He. When Moses came to them, he taught them this first mitzva, as it is written, “And you will know that I am the Lord your God, who takes you out from under the burdens of Egypt” (Exodus 6:7). Were it not for this mitzva, Israel would not have believed in all the miracles and acts of might that God performed for them in Egypt. Once they knew this commandment in a general way [that is, they knew about the existence of the Creator], miracles and acts of might were performed for them. Forty years later, when they strove to keep all the mitzvot that Moses had taught them, both those [mitzvot] that are performed in the Land of Israel and those that are performed outside the land, he then taught them specifically that which is written: “You shall know this day, and restore to your heart” (Deuteronomy 4:39). Namely, it is only on this day [after receiving all the mitzvot, that you know] in detail that which was not optional beforehand: “That the Lord, He is the God.” This is specific [knowledge of God] There are numerous mysterious subtleties associated with this. This mitzva and the one given at the beginning are one, that one in general and this one specifically. (Ra’aya Meheimena 2:25a)

Further reading: For more on faith in God, see A Concise Guide to the Sages, p. 381.