People in Malmesbury, Wiltshire, think that Athelstan qualifies as the "first king of all England" (from about 925-940). But that's because he has local connections, and they're biased! It's a bit of a moot point, what counts as "King Of England", rather than just King of large chunks of England...
The first king of all England was ATHELSTAN (925-939)
Before him there was Egbert but he was king of Wessex
from 802-839. Athelstan's Father, Edward the Elder, married Ethelfleda so she was a very early Queen but not of all England.