It may sound weird to us today, but January was not always the first month of the year.
The calendar we use today is known as the Gregorian calendar because it was introduced in 1582 by Pope Gregory XIII. The Gregorian calendar is an evolution of the Julian calendar which was introduced by Julius Caesar in 46 BC.
Prior to that though, in ancient Rome, the calendar in effect was the Roman calendar. The Roman calendar also had 12 months but, the first month of the year was March, not January. This is actually how March got it name. As it was the first month of the year and, since Romans insisted that the wars should cease during the new year’s celebrations, March got it name from Mars, the god of war.