This list of kings & queens of England began with Alfred the Great, King of Wessex, one of the kingdoms to rule a portion of modern England.
Alfred styled himself King of the Anglo-Saxons & while he was not the first king to lay claim to rule all of the English, his rule represents the first unbroken line of Kings to rule the whole of England, the House of Wessex.
The last monarch of a distinct kingdom of England was Anne, who became Queen of Great Britain when England merged with Scotland to form a union in 1707.
Arguments are made for a few different kings deemed to control enough of the ancient kingdoms of the Anglo-Saxons to be deemed the 'first' King of England. By the late ninth century Wessex was the dominant Anglo-Saxon kingdom. Alfred the Great, ruled over western Mercia & used the title King of the Angles & Saxons, but he never ruled eastern & northern England, which was then known as the Danelaw, having earlier been conquered by the Danes from Scandinavia.
His son Edward the Elder conquered the eastern Danelaw, but Edward's son Æthelstan became the first king to rule the whole of England when he conquered Northumbria in 927, & he is regarded by some historians as the first true king of England. The title "King of the English" or Rex Anglorum in Latin, was first used to describe Æthelstan by one of his charters in 928.
The Principality of Wales was incorporated into the Kingdom of England under the Statute of Rhuddlan in 1284, & in 1301 King Edward I invested his eldest son, the future King Edward II, as Prince of Wales.
Since that time, except for King Edward III, the eldest sons of all English monarchs have borne this title. After the death of Queen Elizabeth I without issue, in 1603, King James VI of Scotland also became James I of England, joining the crowns of England & Scotland in personal union. By royal proclamation, James styled himself "King of Great Britain", but no such kingdom was actually created until 1707, when England & Scotland united to form the new Kingdom of Great Britain, with a single British parliament sitting at Westminster, during the reign of Queen Anne.