He started with the Jews because they had the "law". They were organized to believe already. They were waiting for him. The Gentiles weren't.
God started with the Jews because God
created the nation of Israel for one
specific purpose. God didn't just find a particular nation or race and decide they were suitable--He
created His own nation.
As for me, behold, my covenant is with thee, and thou shalt be a father of many nations. Neither shall thy name any more be called Abram, but thy name shall be Abraham; for a father of many nations have I made thee. And I will make thee exceeding fruitful, and I will make nations of thee, and kings shall come out of thee. Genesis 17:4-6
God took
one particular man and from that
one man created an entire nation for the singular purpose of being the lineage from which He would bring the savior of all nations.
Very critical in understanding this is John 12:20-24:
And there were certain Greeks among them that came up to worship at the feast: The same came therefore to Philip, which was of Bethsaida of Galilee, and desired him, saying, "Sir, we would see Jesus."
Philip cometh and telleth Andrew: and again Andrew and Philip tell Jesus.
And Jesus answered them, saying, The hour is come, that the Son of man should be glorified. Verily, verily, I say unto you, Except a corn of wheat fall into the ground and die, it abideth alone: but if it die, it bringeth forth much fruit.
If you investigate the Greek terms, you quickly see that the "Greeks" spoken of here are actual Greeks, not Hellenist Jews--real pagan Greeks. At this point in time, the
world is desiring to see Jesus.
What is Jesus' response to the world desiring to see Him? It seems as though this moment is a
trigger event, a sign, a signal to Jesus of what must happen next: It's His time to be glorified, His time to die so as to spread out farther than He can as He is then.
Jesus had a specific role to fill, and it was time for Him to go to the final step before the plan of salvation could go further.
Nevertheless I tell you the truth; It is expedient for you that I go away: for if I go not away, the Comforter will not come unto you; but if I depart, I will send him unto you. And when he is come, he will reprove the world of sin, and of righteousness, and of judgment:
Of sin, because they believe not on me;
Of righteousness, because I go to my Father, and ye see me no more;
Of judgment, because the prince of this world is judged.
I have yet many things to say unto you, but ye cannot bear them now. Howbeit when he, the Spirit of truth, is come, he will guide you into all truth: for he shall not speak of himself; but whatsoever he shall hear, that shall he speak: and he will shew you things to come. He shall glorify me: for he shall receive of mine, and shall shew it unto you.
It is the role of the Holy Spirit to lead the gospel out beyond the race that God created as the "womb" of salvation. Carrying the gospel to the world was not Jesus' part in God's plan of salvation.