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Let \\(I(\\cdot)\\) be the indicator function and \\(E_ x\\) denote the expectation conditional on \\(X_ 0=x.\\)    In this paper a careful study is made of the eigenvalues and eigenvectors of the kernel defined for \\((x,A)\\in {\\mathbb{E}}\\times {\\mathcal E}\\) by \\(\\hat P(\\alpha) = E_ x(e^{\\alpha \\xi}I(X_ 1\\in A))\\) for \\(\\alpha \\in {\\mathbb{R}}^ d\\). This leads rather naturally to large deviation results for the process. These give information on the large deviation probabilities  \\[  n^{-1} \\log (E_ xI(X_ n\\in A,\\quad n^{-1} S_ n\\in \\Gamma))  \\]  for large n and certain \\(\\Gamma\\). These results are obtained under the condition that a certain multidimensional Laplace transform has an open set as its domain of finiteness.    The sequel, part II, see the following title, Zbl 0625.60028, extends these results using a truncation argument and hence establishes that Markov additive processes obey a large deviation principle. 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