Mark first proclaimed Christianity to the Inhabitants of Egypt
1 And they say that this Mark was the first that was sent to Egypt, and that he proclaimed the Gospel which he had written, and first established churches in Alexandria.
2. And the multitude of believers, both men and women, that were collected there at the very outset, and lived lives of the most philosophical and excessive asceticism, was so great, that Philo thought it worth while to describe their pursuits, their meetings, their entertainments, and their whole manner of life.
Source: Church History (New Advent)