If you don't possess any documents that prove your citizenship (passport, citizenship certificate), your citizenship needs to be verified before you are able to apply for a passport. The process is free of charge except if you would like to obtain a citizenship certificate that is valid for 3 years.
Please check the home page of the Consular Service of the Hungarian Ministry of Foreign Affairs and Trade: https://konzinfo.mfa.gov.hu/en
Forms: https://konzinfo.mfa.gov.hu/konzuli-szolgaltatas/nyomtatvanyok
