F chapters 1 & 2 weren't sufficient to convince the reader that the human race has a deep sin problem, chapter 3 says it categorically, emphatically, and unmistakably. Beyond that, Paul begins this chapter anticipating a legitimate question. If everyone is a sinner, and if everyone needs Christ's mercy to make it into heaven, then what is the benefit of being a Jew (and what relevance is there in the Law of Moses)? Paul answers that the law serves to show humanity how desperately sinful we are (bringing us one-step closer to calling out for mercy). Obviously then, if the Jews were the original recipients of the Scriptures, then they really did have a notable advantage in the progressively revealed plan of redemption. On the other hand, having a seat closer to the emergency exit significantly raises one's responsibility and liability.
It has been said that sometimes it's easier to get people saved than it is to get them lost. The point of that statement is that many people don't believe they even need a Savior. Many people think that they are not too bad. Certainly, many would not admit that they deserve eternal torment in hell. In this chapter Paul says, "Let God be true, but every man a liar." He wasn't promoting deception among men, of course. He was contrasting the perfect holiness of God with the hopeless iniquity that permeates humanity.