Rom 2:9,10 There will be trouble and distress for every human being who does evil: first for the Jew, then for the Gentile; but glory, honor and peace for everyone who does good: first for the Jew, then for the Gentile.
Good news for those who do good. But Jesus said, "No one is good-- except God alone." Luke 18:19b That being the case, only the bad news is left.
As for the Jew being first, he mentioned this also in Rom 1:16, "I am not ashamed of the gospel, because it is the power of God for the salvation of everyone who believes: first for the Jew, then for the Gentile."The earliest Christians were Jews. Such Jews didn't "convert" to Christianity, for one can be both a Jew and a Christian, as these were not incompatible with each other. Furthermore Jesus was Jewish. He was the Jewish Messiah prophesied in such places as Isaiah 53. And his apostles and the writers of the New Testament were Jewish. Paul himself came from the strictest sect of Judaism, being a Pharisee. But the gospel of Christ also extends beyond Judaism to embrace all nations. However as the more you know, the more you will be held responsible, so also with the Jews. In chapter 3 Paul will speak of the advantage of being a Jew, but with advantages come responsibility and consequently accountability. Thus Jesus said, "That servant who knows his master’s will and does not get ready or does not do what his master wants will be beaten with many blows. But the one who does not know and does things deserving punishment will be beaten with few blows. From everyone who has been given much, much will be demanded; and from the one who has been entrusted with much, much more will be asked." Luke 12:47,48