You have Romans to thank. The original Roman calendar, had ten months and is the reason the latter months are still named after roman numbers (Sept - 7th month; Oct - 8th month; Nov - Ninth month; Dec [like decimal] - 10th month). But, because the calendar didn't take into account the 1/4 of a day over 365 days in a year the earth's rotation has over it's orbit around the sun, the calendar began to drift. By the time Julius Caesar came along (around 45 BC), the calendar had shifted quite a bit. The original Julian calendar that was switched to (it had 13 months - an extra "Mercedonius/Intercalaris" was later removed and abolished) was much better than the old. But even that calendar introduced additional gap as it did not take into account an extra 11 minute difference between orbit and rotation. But, it did have January as the first month of the year.
FYI, the Gregorian calendar we use today was introduced in 1582, and is principally similar to the Julian calendar, but has better leap years added to keep the calendar synched properly.