Ananga Pala of Tomara Rajputs first established his or her capital at Delhi. 

 In twelfth century, Delhi first became the capital of the kingdom of Tomara Rajputs. It was established as a capital by Ananga Pala.

Establishment of Delhi as the Capital
The ruler who first established his capital at Delhi was Qutb-ud-din Aibak. He was a prominent general in the army of Mahmud of Ghazni and later became the first Sultan of Delhi after the Ghurid conquest of India.

Qutb-ud-din Aibak
Qutb-ud-din Aibak founded the Delhi Sultanate in 1206 after the death of Muhammad of Ghor. He chose Delhi as his capital due to its strategic location and the presence of established trade routes. He built the Qutb Minar in Delhi, which still stands as a symbol of his reign.

Importance of Delhi as a Capital
Delhi became an important political and cultural center under the Delhi Sultanate. The city's location allowed rulers to control vast territories in Northern India. It also became a hub for trade and commerce, attracting merchants from different parts of the world.

Legacy of Delhi as the Capital
The establishment of Delhi as the capital by Qutb-ud-din Aibak marked the beginning of a series of dynasties that ruled over North India for several centuries. The city continued to be an important center even after the decline of the Delhi Sultanate, with later rulers like the Mughals further developing it as a capital.
In conclusion, Qutb-ud-din Aibak was the ruler who first established his capital at Delhi, laying the foundation for the city's significance in Indian history.