In my opinion the first King of England was Alfred the Great (871-899). Although King Egbert had temporarily more or less united the English his dominance was temporary and he did not refer to himself as King of England, the English broke apart again into their several Kingdoms and mostly were then conquered by the Vikings. Alfred was the first sole King of the English, although much of England was still under rule of the Danes. He resisted the Danes and rebuilt his Kingdom and expanded it, and in particular: "By the 890s, Alfred's charters and coinage (which he had also reformed, extending its minting to the burhs he had founded) referred to him as 'king of the English'," His descendants continued to recover territory from the Danes and King Athelstan (924-39) was the first to rule all of England. But in my opinion his being the first sole King of the English, his building the foundation in many ways of the Kingdom, and his coins and charters referring to him as "King of the English" make Alfred the Great the most appropriate person to consider first King of England.

This question is a little more complicated than one might think.

Egbert, who was King of Wessex, became the first King of England.
He was crowned in 802 and died in 839, so he ruled the entire kingdom of the Britons for 37 years.

There have been Kings before Egbert, but England was broken into smaller kingdoms. He was the first to unite them all.

From what information I could find, Redburga was his wife and Queen, but there is no real proof of her existence and she is not officially recorded as his wife.

The answer pretty much depends on what you define as King or queen of England".
Anne of Great Britain is considered the first British Monarch, but The Kingdom of England was established much earlier, in 927.(ref http://en.wikipedia.org/wiki/Kingdom_of_England).
Athelstan reigned from 924 to 939 (ref http://en.wikipedia.org/wiki/Athelstan_of_England), but when viewing the Timeline of English Monarchs, we see Egbert of Wessex as the first Monarch.
King of Wessex from 802 until 839.

The period from 800-1700 has seen many diffrerent shapes and sizes of 'England', so it really depends to what you define as 'England'. If you see Wessex as the first version of England, then Egbert of Wessex is your answer. If you only consider the current Great Britain, then Anne of Great Britain is the correct answer.

(Photo is from wikipedia)

Athelstan