Put your XPath expressin in parenthessis and add [1] to get only first element from the group
DECLARE @x XML = '<CDirData xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="http://Fnet.ESB.Schemas.CentroDirectivo.CDirData">
<ProcedureData xmlns="">
<ProcedureId>7001</ProcedureId>
<CentroDirectivo>Subsecretaria1</CentroDirectivo>
</ProcedureData>
<ProcedureData xmlns="">
<ProcedureId>7002</ProcedureId>
<CentroDirectivo>Subsecretaria2</CentroDirectivo>
</ProcedureData>
<ProcedureData xmlns="">
<ProcedureId>7003</ProcedureId>
<CentroDirectivo>Subsecretaria3</CentroDirectivo>
</ProcedureData>
<ProcedureData xmlns="">
<ProcedureId>7004</ProcedureId>
<CentroDirectivo>Subsecretaria4</CentroDirectivo>
</ProcedureData>
</CDirData>'
SELECT
@x.query('(//*[local-name()="ProcedureId"])[1]').value('.','nvarchar(max)') as R