"What do you say, O, Paul? When it were fitting to say, that I boast, and am proud, and luxuriate in it; you say not this, but what is less than this, that you are “not ashamed,” which is not what we usually say of things very glorious. What then is this which he says, and why does he thus speak? While yet he exults over it more than over heaven. At least, in writing to the Galatians, he said, “God forbid that I should glory, save in the Cross of our Lord Jesus Christ.” How then comes he here to say, not that I even glory, but that “I am not ashamed?” The Romans were most anxiously eager about the things of the world, owing to their riches, their empire, their victories; and their kings they reckoned to be equal to the gods, and so they even called them. And for this cause too, they worshipped them with temples and with altars and with sacrifices. Since then they were thus puffed up, but Paul was going to preach Jesus, who was thought to be the carpenter's son, who was brought up in Judea, and that in the house of a mean woman, who had no body guards, who was not encircled in wealth, but even died as a culprit with robbers, and endured many other inglorious things; and it was likely that they were concealing themselves as not as yet knowing any of the unspeakable and great things: for this reason he says, “I am not ashamed,” having still to teach them not to be ashamed. For he knew that if they succeeded in this, they would speedily go on and come to glorying also: and do you then, if you hear any one saying, Do you worship the Crucified? Be not ashamed, and do not look down, but luxuriate in it, be bright-faced at it, and with the eyes of a free man, and with uplifted look, take up your confession; and if he say again, Do you worship the Crucified? Say in reply to him, Yes! And not the adulterer, not the insulter of his father, not the murderer of his children (for such be all the gods they have), but Him who by the Cross stopped the mouths of devils, and did away with their countless juggleries. For the Cross is for our sakes, being the work of unspeakable Love towards man, the sign of His great concern for us. And in addition to what has been said, since they were puffed up with great pomposity of speech and with their cloak of external wisdom, I, he means to say, bidding an entire farewell to these reasonings, come to preach the Cross, and am not ashamed because of it: “for it is the power of God to salvation.” For since there is a power of God to chastisement also (for when He chastised the Egyptians, He said, “This is My great power,”) and a power to destruction, (for, “fear Him,” He says, “that is able to destroy both body and soul in hell”), for this cause he says, it is not these that I come to bring, the powers of chastisement and punishment, but those of salvation. What then? Did not the Gospel tell of these things also, namely, the account of hell, and that of the outer darkness, and of the venomous worm? And yet we know of these from no other source than the Gospel. In what sense then does he say, “the power of God unto salvation?” Attend only to what follows. “To every one that believes; to the Jew first, and also to the Greek.”
For it is not to all absolutely, but to them that receive it. For though thou be a Grecian (i.e. Heathen), and even one that has run into every kind of vice, though a Scythian, though a barbarian, though a very brute, and full of all irrationality, and burdened with the weights of endless sins, no sooner have you received the word concerning the Cross, and been baptized, than you have blotted out all these; and why says he here, “to the Jew first, and also to the Greek?” What means this difference? And yet he has often said, “Neither circumcision is anything, nor uncircumcision”; how then does he here discriminate, setting the Jew before the Greek? Now why is this? Seeing that by being first he does not therefore receive any more of the grace (for the same gift is bestowed both on this person and that,) but the “first” is an honor in order of time only. For he has no such advantage as that of receiving greater righteousness, but is only honored in respect of his receiving it first. Since in the case of those that are enlightened (you that are initiated know what is meant,) all run to the baptism, yet not all at the same hour, but one first and another second. Yet the first does not receive more than the second, nor he than the person after him, but all enjoy the same gifts. The “first” then here is an honor in word, not a superiority in grace. Then after saying, “unto salvation,” he enhances the gift further, by showing that it stays not at the present point, but proceeds farther. For this is what he sets forth, when he says,
Ver. 17. “For therein is the righteousness of God revealed.”
Source: Homilies on Romans (New Advent)