Heard of him on the historical fantasy show Vikings. Searched the name and the top result is this, https://en.wikipedia.org/wiki/Anglo-Saxon_royal_genealogies. The page itself has no references to Bret Walder or King of Kings. No other mentions of it at all anywhere, that I can find.
Does anyone have any further information on either name and the origin/history?
What you're looking for is not a person, but an adjective -- "Bretwalda" is an Old English word that was used for a powerful Anglo-Saxon king. There is some argument over whether this was a title or simply a description, which hinge mostly on whether the person arguing one or the other wants to set the dates of the British monarchy earlier or later.
I've never seen Vikings, but from what I understand it's set during the 800s-ish (?) in which case the Bretwalda would have been either Egbert of Wessex or Alfred (the Great), also of Wessex, but there were other kings given the title earlier in history. (I've written about Alfred a few times before, notably here and also here, if it's of interest.)
The etymoloogy of "Bretwalda" is pretty vague, but there's the thought that "Bret" is something to do with Britain, while "walda" is probably from "wielder," so referring to someone who wields power over Britain. There are some documents issued by Æthelstan that use the term in the sense of wide-ruler, someone who has sway over a large area.
The term itself is recorded for the first time in the 800s, but that's only the first time it was written -- it's quite possible it was in use earlier.