Was Mary the first Queen of England?

That is a trick question. Queen means, wife of a King. If you assume that definition, there were many queens before Mary. Mary was not the wife of an English King, however she was by definition the Queen of Spain, because her husband was the king of Spain.

If you mean Queen as the official monarch of a Kingdom, she was the first official female head of England in her own right, however, for the 9 days preceding her reign as queen, her cousin Jane Gray was declared Queen of England upon the death of Mary's brother Edward, but the rebellion was quickly squashed and Mary took back her rightful place in the succession.

Matilda was in fact the very first queen of England to inherit the title upon the death of her Father Henry I in 1135. She was immediately usurped by her cousin Stephen and civil war broke out in England. She regained her thrown briefly , but civil war broke out again and she never actually was crowned Queen of England. She fled to France where she lived out the rest of her life. King Stephen's only son died and agreed that the crown of England pass to Matilda's son Henry who became King Henry II.

Actually the wife of Edgar the Peaceful, Aelfthryth was the first king's wife to be crowned and anointed.