Lattice Boltzmann Methods (LBM) stand out for their simplicity and computational efficiency while offering the possibility of simulating complex phenomena. While they are optimal for Cartesian meshes, adapted meshes have traditionally been a stumbling block since it is difficult to predict the right physics through various levels of meshes. In this work, we design a class of fully adaptive LBM methods with dynamic mesh adaptation and error control relying on multiresolution analysis. This wavelet-based approach allows to adapt the mesh based on the regularity of the solution and leads to a very efficient compression of the solution without loosing its quality and with the preservation of the properties of the original LBM method on the finest grid. This yields a general approach for a large spectrum of schemes and allows precise error bounds, without the need for deep modifications on the reference scheme. An error analysis is proposed. For the purpose of assessing the approach, we conduct a series of test-cases for various schemes and scalar and systems of conservation laws, where solutions with shocks are to be found and local mesh adaptation is especially relevant. Theoretical estimates are retrieved while a reduced memory footprint is observed. It paves the way to an implementation in a multi-dimensional framework and high computational efficiency of the method for both parabolic and hyperbolic equations, which is the subject of a companion paper.