Many consider Romans to be the first true theology book of the early church. In this, the longest of Paul’s letters, he lays out a core message about salvation of God through Jesus. There’s obviously a lot more but that’s the core message. It was a letter written likely when Paul was in Corinth and is dated by most as being written in the mid-late 50s CE (approx 15-20 years after the presumed date of Jesus’ death and resurrection).
Unlike several of his other letters, Romans doesn’t seem to be written responding to specific events taking place in the churches in Rome but instead to address an overall idea or message – salvation through Jesus. There are obviously a lot more topics that Paul addresses, but that’s at the core of it.
Even though it shows up first in the New Testament in his letters, it is likely one of the latter letters written by him.