Why do people say "me, I? Example"me and my friend. It's "my friend and I"?

In proper English, when you are telling a story, you should announce others before yourself. But everyone keeps saying " me and *persons name*". It's *persons name* and I. It sounds selfish the other way around too.

Why do people say "me, I? Example"me and my friend. It's "my friend and I"?
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