When was the first church of England built?

If you mean 'building belonging to the Church of England', it's hard to say because when Henry the Eighth split from Rome, the existing churches went on being used.
If you mean 'When was the first church built in England', we don't really know either, as we don't have good written records from the 3rd and 4th centuries A.D., the time of the Roman occupation, when archaeology shows us the first Christian churches. The oldest church still being used is probably St. Martin's, Canterbury, parts of which date from the 6th century A.D.