This volume is the first of three in a series surveying the theory of theta functions. Based on lectures given by the author at the Tata Institute of Fundamental Research in Bombay, these volumes constitute a systematic exposition of theta functions, beginning with their historical roots as analytic functions in one variable (Volume I), touching on some of the beautiful ways they can be used to describe moduli spaces (Volume II), and culminating in a methodical comparison of theta functions in analysis, algebraic geometry, and representation theory (Volume III).