Devanagari is an abugida rather than an alphabet, and A is the reason the distinction matters. Every consonant sign in the script is read as that consonant plus a short a, so the letter for the sound k is pronounced ka on its own, and a scribe who wants the bare consonant must add a small stroke beneath it called the virama or halanta to cancel the vowel that is otherwise assumed. All the other vowels are written as attached signs, the matra, hung above, below, before or after the consonant they follow. Short a alone has no matra, because it needs none: it is what the consonant already says. The independent letter shown on this page is therefore written in only two positions, at the start of a word and after another vowel, which is why it appears far less often on a page than its status as the first and commonest sound would suggest.
The Sanskrit phoneticians placed it first in the varnamala for a reason they set out explicitly. Their ordering is articulatory, running from the sounds made deepest in the throat outwards to the lips, and a is the sound produced with the vocal tract at rest, requiring no closure, no rounding and no raising of the tongue. It is the vowel of the throat, kanthya in their terms, and the ancestor from which the grammarians derived the diphthongs by combination.
Panini's Ashtadhyayi opens with the Shivasutras, fourteen short lines listing the sounds of the language in an order engineered so that any needed class of sounds can be named by a two-letter abbreviation, and the very first of those lines begins with a. The Devanagari form itself descends through the Nagari and Siddhamatrika hands from a Brahmi letter of the same value, and behind that from the earliest attested Indian writing.