Even groups of non-human animals have alpha individuals. Chimpanzees have quite complex proto-political structures, and have even been observed forming alliances and orchestrating coups to oust unpopular leaders(see alpha males section).
The first king/queen-like human (even one much more apparent than a chimp-like alpha) would have existed long before any sort of historical record keeping and would be unknowable to us now. It would also require completely arbitrary criteria to distinguish between a powerful tribal leader and the first king/queen: is it the size of the tribe, the presence of a taxation system, the area of land under their influence?
One of the earliest historical records of kings is the Sumerian King List. Though most of the earliest entries are obviously mythical, other individuals on the list are believed to have been real people. But surely there were king/queen-like individuals that predate this text.
Sorry, we don't allow throughout history questions. These tend to produce threads which are collections of trivia, not the in-depth discussions about a particular topic we're looking for. If you have a specific question about a historical event or period or person, please feel free to re-compose your question and submit it again.
"How did kingdoms start?" might be a good question to pose to /r/Askanthropology.