Let's just start by saying that NOWHERE in the Bible does it say we should worship on the first day - Sunday.  The Sabbath has NEVER been changed to Sunday.  Jesus kept the seventh day (SATURDAY) Sabbath and told his disciples: 

If ye love me, keep my commandments (John 14:15)

Click here to see a video explaining exactly who changed the day from Saturday to Sunday.  It's quite tragic that the poor man doesn't even realise the irony of what he's saying.