Why is Mark not the first gospel?

I believe that since the focus of Mark, as the first Gospel written, was to support persecuted Christians in Rome, the details found in the other Gospels could wait. These persecuted Christians needed support quickly, and Mark took on this role. If I was being tortured or my friends and family were being killed, I would be less concerned about the details of what I already believed, and more concerned with answers about how to deal with the suffering going on around me.

In the absence of definitive answers, I'll note one plausible theory (published here). First of all, there was no assumption that the gospels should be arranged in order of composition. Paul's letters, for example, clearly are not, but follow descending length (with Hebrews and letters to individuals grouped separately at the end). When early Christians began transmitting their scriptures in a codex (i.e., a book rather than a scroll), the single-quire papyrus codex then in common use was of limited capacity. Such a volume could accommodate all of Paul's letters, or any pair of gospels besides the two longest (Luke and Matthew). Therefore, the four gospels were arranged into two codices, with Matthew and Luke heading separate volumes, and proceeding within each volume by descending length:

Matthew – Mark | Luke – John

But someone early on noticed that the volume sizes could be better balanced by swapping the shorter two gospels, which yielded the second-most-prevalent ancient order, the Western order:

Matthew – John | Luke – Mark

As to why Matthew preceded Luke, presumably Matthew held a certain priority in the minds of the earliest Christians, who cited Mark and Luke much less frequently.

Many of the church fathers saw a correspondence between the Gospels and the four living creatures in Revelation 4:5-11. They disagreed over which living creature went with which gospel. However, if the correspondence was this:

Lion = Matthew
Ox = Mark
Man = Luke
Eagle = John

then the gospels are ordered according to the order of the four living creatures in Revelation. Furthermore, it is believed that the four major tribes, Judah, Ephraim, Reuben and Dan, each carried a standard bearing the image of an animal (or in one case, a man). Judah (from whom King David came), was the lion, etc. These then corresponded to prophecies in Ezekiel 1 and 10, and from there to Revelation. For the lengthy analysis, see here:

http://www.spiritandtruth.org/teaching/Book_of_Revelation/commentary/htm/topics/four_gospels.html

From the above, individuals who accept this particular association of creatures and gospel writers include:

Charles Feinberg
Norman L. Geisler 
William E. Nix

The correlation is deepened by noting the focus of each gospel writer. Matthew wrote to the Jews about Jesus the King (the Lion). Mark gave no lineage for Jesus, so that befits a servant (the Ox). Luke calls Jesus the Son of Man (the Man). John shows Jesus as The Word, as divine, (the Eagle). Note how the synoptic gospels are earthbound, while John (the Eagle) flies.

It's because the early church fathers thought that Matthew was written first. This is known as the Augustinian Hypothesis, and its namesake, Augustine, writes:

Now, those four evangelists whose names have gained the most remarkable circulation over the whole world [...] are believed to have written in the order which follows: first Matthew, then Mark, thirdly Luke, lastly John. (Harmony of the Gospels, 1.2)

But Augustine isn't the first to make this claim; he relies an existing tradition, such as what is recorded by Eusebius. He reports the testimony of earlier fathers in his Ecclesiastical History, like Irenaeus (d. 202), who thought that Matthew was written before Mark:

Matthew published his Gospel among the Hebrews in their own language, while Peter and Paul were preaching and founding the church in Rome. After their departure Mark, the disciple and interpreter of Peter, also transmitted to us in writing those things which Peter had preached. (Ecclesiastical History, 5.8.2–3)

Eusebius also reports that Clement of Alexandria (d. 215) thought that Matthew preceded Mark (Ecclesiastical History, 6.14.5–6). In light of this apparently general agreement, it's not surprising that these two Gospels are in the order they are in.

In response to the possible objection that these early fathers believed that Matthew was first because it was first in the collections they had, let me add a brief addendum. While this view is theoretically a possibility, it is problematic because:

1. The testimony of Matthean priority is very early – already appearing in the second century.
2. The order of the NT books, including the gospels, was still in significant flux during this period, so it would not have been natural to assume that the order of appearance automatically implied a historical order.
3. The earliest traditions have Matthew being the only gospel originally written in "Hebrew" (probably Aramaic – EH 3.39.16), more closely associating it with the time of Jesus.