Question

which is the small program that is the first part of operating systems that the computer loads

Answer 1

The bootstrap loader is a small program that has a single function: It loads the operating system into memory and allows it to begin operation. 

Answer 2

Whenever you press the power button, the first thing called is the BIOS, the Binary I/O System, or shortly the bootloader. It contains some fixed 'addresses', to find the 'kernel' or the operating system.. Addresses means the computer stores any command in the form of instructions at some addresses.. It initializes the OS kernel. The kernel is the OS, some may have extra functions some may not. You can power-on your PC in BIOS mode by pressing some set of keys, unique to your PC.
It shows info about your PC's RAM, Storage, info about how to boot, by usb, cd, bios version etc..