This is the first part of a two-part paper that studies the problem of jamming in a fixed-rate transmission system with fading. Both transmitter and jammer are subject to power constraints which can be enforced over each codeword short-term / peak) or over all codewords (long-term / average), hence generating different scenarios. All our jamming problems are formulated as zero-sum games, having the probability of outage as pay-off function and power control functions as strategies. The paper aims at providing a comprehensive coverage of these problems, under fast and slow fading, peak and average power constraints, pure and mixed strategies, with and without channel state information (CSI) feedback. In this first part we study the fast fading scenario. We first assume full CSI to be available to all parties. For peak power constraints, a Nash equilibrium of pure strategies is found. For average power constraints, both pure and mixed strategies are investigated. With pure strategies, we derive the optimal power control functions for both intra-frame and inter-frame power allocation. Maximin and minimax solutions are found and shown to be different, which implies the non-existence of a saddle point. In addition we provide alternative perspectives in obtaining the optimal intra-frame power control functions under the long-term power constraints. With mixed strategies, the Nash equilibrium is found by solving the generalized form of an older problem dating back to Bell and Cover \cite{bell}. Finally, we derive a Nash equilibrium of the game in which no CSI is fed back from the receiver. We show that full channel state information brings only a very slight improvement in the system's performance.