According to the Anglo-Saxon Chronicle, written in the 9th century AD, the first king of a united England was Alfred: "all of the English people (all Angelcyn) not subject to the Danes submitted themselves to King Alfred." Before that time, England was divided into several small "kingdoms," each headed by its own king. When the Danes invaded England, many of these kingdoms united under Alfred in order to better defend themselves against the Danes.
The first king to rule over all of England--that is, with no areas under Danish control--was Edward the Confessor. Edward was the last of the Anglo-Saxon kings to rule before William the Conqueror invaded in 1066 and brought the nation under Norman rule.
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I am sorry
I think "Anglo-Saxon" I am not sure...
Egbert is the first recorded king of England. He was the king of Weesex from AD 809-832, if you mean the georgraphical boundary that surrounds the then England country. He made Weesex(or England) the most powerful nation in the world and brought about much stability and peace to its country.
But if you are trying to find the first Tudor and not a Saxonlist type king of England , then it is Henry VII, who was known for his frugality and also his famous defeat of Richard III.
The first King of England is probably Aelle (AD 477. King of the Suth Seax (South Saxons,) King of Sussex in Southern England and the first true English King. See http://www.englandandenglishhistory.com/adventus-saxonem-saxonum/default.aspx for an overview.