The Jews had the advantage of receiving words of God.
First of all: Paul does not add a second or third point to his list. He might have forgotten to continue, or first of all might mean "most importantly." However, 9:4–5 suggests what a list of Jewish privileges might include.
By using the phrase very words (Greek logia, meaning "oracles" or "messages"), Paul emphasizes God's personal communication with his people (see Deuteronomy 33:9; Psalm 105:19). Through this, God gives them special privileges and responsibilities.