The oldest pyramid in the world is in Caral, Peru: 26-2700BC. (The largest is in Mexico)
Egypt is over-rated, IMO.
But it is not the oldest pyramid in the world.
The Step Pyramid of Djoser is believed to be just barely older. The Egyptians had built earlier pyramids but these aren't considered to be true pyramids because they were rubble-filled and lacked internal hallways and chambers.
However, the oldest known pyramid in the world is in Greece. The Pyramid of Hellinikon is thought to have been built around 2720 BC.