The first matzah was not baked in an oven. Targum Pseudo-Jonathan on Exodus 12:39 says that Israel divided the unleavened dough they had brought out of Mizraim — the same dough that had ridden on their heads — and that it was baked for them by the heat of the sun. The desert itself became the hearth.
The Aramaic is precise about why the dough did not rise. The Mizraee had thrust Israel out in such haste that there had been no time to let the dough ferment. And once out in the wilderness, there had been no time to prepare proper provisions either. So they took the unleavened dough and laid it out under the desert sun, and the sun baked it into matzah.
The Targum adds an astonishing detail: that sun-baked dough was enough to feed them until the fifteenth of Iyar, one month later, when the manna began to fall. A single bundle of dough, stretched across thirty days. The rabbis read this as a soft miracle — not as dramatic as the splitting of the sea, but persistent enough to feed a nation when the pantry was empty.
The motif of sun-baked bread stayed with the tradition. The matzah at the seder is meant to evoke not a refined pastry but a crude flatbread improvised under unforgiving conditions. Every Jew who bites into matzah on Pesach night is in contact with a moment when Israel was hungry, hurrying, and still somehow fed.
Takeaway: The first matzah was solar-baked survival food. The Torah wants us to remember the taste of a meal made in a hurry by the hand of the Lord.