The City of Jerusalem under David and Solomon, also called the Kingdom of Judah, was most definitely a religious state. David was a King (not a prophet, but was anointed King by the Prophet Samuel, who called people to worship the One God, and Solomon built the First Temple, replacing the Tabernacle (tent) that Moses brought through the wilderness to house the Ark of the Covenant. See 2 Samuel, Chapters 6 and 7, where David brings the Ark into Jerusalem with rejoicing and sacrificing, offers to build the Temple, and the Prophet Nathan gets a vision from God to tell David that his dynasty is eternally blessed, and his son Solomon shall build the Temple.
The first secular government in the history of the world was over 2,500 years later, with the founding of the United States of America in 1776. The First Amendment to the US Constitution created the idea of a state independent of religion, and the term "separation of Church and State" was introduced in 1802 by Thomas Jefferson.