"I am the Lord, thy God" are the first words of the Ten Commandments. In the Hebrew text the "the Lord" portion of the first commandment is יהוה, which is romanized as Yahweh. The first commandment establishes God with his proper name, Yahweh, setting him apart from other gods which had come before (e.g., the gods of Egypt).
"I am the Lord, your God, who brought you out of Egypt, out of the land of slavery."
This brief, yet important, introduction firmly places Yahweh as the supreme God, by utilizing the traditional way in which royal treaties were formulated—the king/monarch identifies himself by name, and lists his notable accomplishments.
The New and Old Testaments state that idolatry is not tolerated by God, and the first commandments is a clear indication of this basic law. This ties directly into the second commandments: Thou shall bring no false idols before me.