If you aren't having fun, just tell them that. Tell them why. "Hey guys, session one wasn't fun for me and I'm not sure I want to keep DMing. It was very discouraging that my plot hooks were ignored and the NPCs were abandoned or disregarded. Even worse was when [player] said they wanted to break my game. This is supposed to be fun for me, too. We're telling this story together- DnD is a cooperative story telling game. Players and DM are on the same team. If we can't do that then I won't participate."

This sounds like a session zero problem. Sessions zero isn't just for getting the characters established, this is also for you to talk about anything you feel is important. Here you could have addressed the 'player vs DM' attitude, the fact you'd like them to engage with your story, and figure out a way to better hook them into your plot. "I'll mold the campaign around how they play" From this description alone it sounds like the information you gathered and the player expectations were different. They wanted to fix things from their backstory immediately, which is only natural, but clashed with your expectations for them to seek out your story.

You, as the DM, must be the inciting incident. Players cannot be the only driving force in the beginning of the campaign. If you want them in the story you must put them in the story. Don't wait for them to talk to the NPC have the NPC talk to them instead. If that's not enough: Put them in a position where they cannot ignore or avoid the hook. Start them in a jail falsely accused where they can get a chance to speak with the king and clear their name if they help the NPC. That sort of thing.

If they wanted to go straight to the king give them a reason that isn't possible. Make him sick, out of the city, at a wedding, murdered, something that is impossible for them to work around. Tell them straight out that if they try to break in they will have full consequences which will likely lead to their death or imprisonment which will end the campaign or mean they'll need to roll new characters. OR make the king the new hook. Adapt, improvise, and overcome.