The answer to this question is debateable. If you are talking about only the geographical boundaries of the nation called England, then Egbert (827-839) is the first recorded king. If you mean the first person recorded to have been crowned "king of the English," then that would be Athelstan in 927. If, however, you want the first English-born king who isn't identified as a Saxon or an Anglo-Saxon or a Dane or a Norman, then Henry III (1216-72) can be called the first king of England.
Before Egbert's reign, England was divided into several kingdoms, each ruled over by a "king," but not until Egbert were these kingdoms united. The earliest of these rulers was Aelle (ca. 477), King of the Suth Seax, or Sussex.
The first king of Great Britain (England, Scotland, and Wales) was James I (1603-25). He was also known as James VI in Scotland, where he was first made king.
The first king of the United Kingdom (Britain + Ireland) was George III (1760-1820).
I'm sorry to disappoint people, but no Arthur is in the list of kings.