Alfred The Great Was King Of Wessex, Not England
He was the only Anglo-Saxon king (the rest were either Danish kings or ruled in units that were not considered to be kingdoms), and his realm was later expanded to become England, so he is sometimes regarded as the first king of England, even though he only ruled a portion of what would become England. He referred to himself as the Anglo-Saxon King or the King of the Angles and Saxons. Athelstan, his grandson, was the first to refer to himself as King of the English (or Angles; at the time, there was no distinction between the two). And Cnut was the first person to be referred to as King of England, much more than a century later.
Despite being an English king, Alfred was not, as was subsequently determined, the ruler of England. Several Anglo-Saxon kingdoms, including Northumbria, East Anglia, Mercia, and Alfred's realm of Wessex, dominated England throughout his lifetime. These kingdoms had grown and even amalgamated at various points throughout the years, but everything changed when Danish and other Scandinavian soldiers invaded.