Unless I'm mistaken, the first name of anybody for which we have a record is Menes, who was basically the first Pharaoh, so he could be considered the first king we know of.

This is all questionable, however, and if you can find the first kingdom, then the ruler of that kingdom, even if we don't know their name, would be the first king.

There is also a problem of what counts as a king. There are obviously leaders of smal bands of people, priests, all types which might be considered a first king.