Way back when, the Romans had a god named Janus. He was the god of doors and gates and had two faces — one looking forward and one looking back. Julius Caesar thought it would be appropriate for January, Janus’ namesake month, to be the doorway to a new year, and when he created the Julian calendar, he made January 1 the first day of the year (this also put the calendar year in line with the consular year, as new consuls also took office that day).
For Caesar, the Julian calendar was a political tool and weapon. As the Roman armies conquered new lands, the Empire often gave its new subjects some freedom in retaining certain religious and social customs. After the calendar was created, though, it was used in every corner of the Empire, not just for consistency, but to remind all citizens of Roman authority and Caesar’s power.