Here the text intentionally shifts from the third person plural pronoun they to the first person we. The speaker is Alma, the son of Alma; the pronoun they refers to Alma the father and his people, who were in bondage in the land of Nephi. Alma’s audience here includes the children of his father’s people. Yet Alma the son and many of his listeners were probably born in the land of Nephi prior to the coming of Alma’s people into the land of Zarahemla; thus Alma the son, speaking to this audience, can say that “we were brought into this land and here we began to establish the church of God throughout this land also”.
Initially, the 1830 typesetter thought that the pronoun we was in error, so he supralinearly inserted they in 𝓟; but before crossing out the we, he decided that the we was correct, so he deleted his they. For a more complicated example where the text switches from first to third person and then back to first person, see the discussion under Alma 56:52–53.
Summary: Accept in Alma 5:5 the switch from the third person plural pronoun to the first person plural pronoun; here Alma shifts from referring to his father’s people (they) to himself and his audience (we).