I would love to visit the Egyptian Pyramids one day.  So ancient and mysterious.
Are you primarily interested in the architecture?
Not really, unless you count how they were constructed.  They are ancient, too.  They go back as far as 2600 BC
It's the construction that I refer to, wondering how many people it must have taken to build even one. 
Yes, Amazing, isn't it.  They date from the dawn of recorded human history, the same time as the Assyrians inventing writing (cuneiform script)
Do you know for whom the very first one was built?
I'm guessing, but that would probably be Djoser in the third dynasty?  Is that the one at Aswan or Memphis?
I believe it was Djoser, also called Zoser. It seems that other civilizations also built pyramids, but history seems to focus on Egypt.
Ah yes, Djoser.  His statue in the Cairo museum is the oldest in Egypt ( so far found, anyway)