This is the first part of a work devoted to the study of linear Mahler systems in several variables from the perspective of transcendence and algebraic independence. We prove two main results concerning systems that are regular singular at the origin. Our interest in Mahler's method comes from the possible applications of these results to old problems involving automata theory and which concern the expansion of both natural numbers and real numbers in integer bases. In particular, problems which involve finite automata and base change. Such applications are studied in Part II of this work.