Like many other adverbs in Japanese,
まず can be used to modify a whole phrase/sentence. This means that it will regularly appear at the beginning of a statement.
まず is associated with kanji
先（まず） and therefore carries the meaning of ‘first’, or ‘starting with’.
-
まず宿題（しゅくだい）をしたほうがいい。
First, it would be best for me to do my homework.
-
まずエンジンをかけて。
First, please turn on the engine.
まず is regularly used when you want to convey that something ‘should’ be done before anything else/discussed first, and not when something is first in rank.
In this kind of sentence, it would be far more natural to use a statement like 一番（いちばん）, 最初（さいしょ） or 一位（いちい） if discussing rank.
When using
まず, it can sound like you are giving someone advice, so be careful to use polite language, or perhaps
と思（おも）う to show that the suggestion is just an opinion.