The capital of the first Egyptian state was in Tinis, although its location is still unknown.

An excerpt from the article 15 facts about Egypt

This is the so-called early dynastic period in which the first two pharaonic dynasties ruled. They were called Tynica dynasties. Narmer (in the Egyptian language this name meant "sore catfish"), from Upper Egypt, is considered to be the first ruler of ancient Egypt. He conquered Lower Egypt (northern Egypt with the Nile Delta) and created a unified state.

Narmer reigned around 3150 BC.