This topic is a bit contradictional. I think Genghis Khan was the greatest conqueror, but there is now way he could have conquered the whole world. He did not have the technology to send soldiers to America, Australia and other remote places, making world conquest impossible.
The first conqueror, who theoretically could send soldiers anywhere people lived, was probably Napoleon. He's actual conquest was not much, as he did not even manage to conquer Europe. On the other hand, Europe ruled the world those days. If Napoleon had managed to conquer Europe, he would easily have taken all its colonies too, and then there would be just a few powerful nations left in the world. No mach for a united Europe:soldier:
England was pretty powerful those days too, and several British monarchs could possibly have conquered the world, but they didn't even try
I'm sure there were other nations with some potential too, but I don't think anyone had that ambition again before WWII. Then both Hitler and the Japanese emperor probably were dreaming about world conquest. They could have won the war, but I don't think they would have been able or willing to conquer each other.
Stalin was also ambiguous those days. If Hitler hadn't invaded Soviet, Stalin would probably have tried to conquer the world later. With the rest of the world pretty much in ruins after WWII, a communist world conquest could have been achievable, but this is of course just wild speculation.
After WWII the European world dominance collapsed, and since then world conquest have been virtually impossible.
To sum up: I think Napoleon was closest to conquer the world, but even he wasn't close at all.