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With the commissioning of powerful, new-generation telescopes such as the James Webb Space Telescope (JWST) and the ground-based Extremely Large Telescopes, the first characterization of a high molecular weight atmosphere around a temperate rocky exoplanet is imminent. Atmospheric simulations and synthetic observables of target exoplanets are essential to prepare and interpret these observations. Here we report the results of the first part of the TRAPPIST-1 Habitable Atmosphere Intercomparison (THAI) project, which compares 3D numerical simulations performed with four state-of-the-art global climate models (ExoCAM, LMD-Generic, ROCKE-3D, Unified Model) for the potentially habitable target TRAPPIST-1e. In this first part, we present the results of dry atmospheric simulations. These simulations serve as a benchmark to test how radiative transfer, subgrid-scale mixing (dry turbulence and convection), and large-scale dynamics impact the climate of TRAPPIST-1e and consequently the transit spectroscopy signature as seen by JWST. To first order, the four models give results in good agreement. The intermodel spread in the global mean surface temperature amounts to 7 K (6 K) for the N-2-dominated (CO2-dominated) atmosphere. The radiative fluxes are also remarkably similar (intermodel variations less than 5%), from the surface (1 bar) up to atmospheric pressures similar to 5 mbar. Moderate differences between the models appear in the atmospheric circulation pattern (winds) and the (stratospheric) thermal structure. These differences arise between the models from (1) large-scale dynamics, because TRAPPIST-1e lies at the tipping point between two different circulation regimes (fast and Rhines rotators) in which the models can be alternatively trapped, and (2) parameterizations used in the upper atmosphere such as numerical damping.