Why does Japanese have so many words for “I”?

I'm Japanese and realized something interesting when talking with foreigners.

English only has "I", but Japanese has:

私

僕

俺

わし

あたし

拙者

Each one changes depending on gender, age, personality, or situation.

For example:

僕 sounds softer

俺 sounds masculine

私 is more neutral or formal

Which one do Japanese learners usually learn first?