You shall have no other gods before me.” (Deuteronomy 5:7 ESV).
The New Living Translation says “no other god but me.” God demands exclusive worship because He is incomparable and because there are no other true gods; our God is not part of the created order (i.e. sun, moon, etc), He reigns over creation with all power. God created all things and sustains all things (John 1:3, Colossians 1:17, Hebrews 1:3). He is not some distant deity, He is all powerful, just and holy and yet He still draws near to His creation.
Our primary problem is a worship problem – we worship all sorts of things to which we ascribe godlike grandeur, but there is only one true God. When we place the weight of our worship on created things, they buckle because they are not designed to hold the weight that our worship places upon them. Singular devotion to Him is how the created order was designed to operate. This is not because He is insecure or needs anything from us (Acts 17:25), but because it glorifies Him and gives us maximum joy (Psalm 16:11). What are you worshiping, what is your first affection?