This is the first in a series of papers in which we describe explicit structural properties of spaces of diagonal rectangular harmonic polynomials in k sets of n variables, both as GL kmodules and Sn-modules, as well as some of there relations to areas such as Algebraic Combinatorics, Representation Theory, Algebraic Geometry, Knot Theory, and Theoretical Physics. Our global aim is to develop a unifying point of view for several areas of research of the last two decades having to do with Macdonald Polynomials Operator Theory, Diagonal Coinvariant Spaces, Rectangular-Catalan Combinatorics, the Delta-Conjecture, Hilbert Scheme of Points in the Plane, Khovanov-Rozansky Homology of (m, n)-Torus links, etc.