Overhead space is the main reason, I don't want to have my bags far from where I'm sitting. It's the same whether I'm flying in Economy or First, as some planes like the 747 don't have sufficient overhead bins for the seats (none for row 1, none for the 4 middle seats).

Secondary reason is to get on board, get settled, have a glass of something to drink, and after all these years it's also because I still love the whole process of flying ^