The correct answer is D. Sarnath.
Buddha gave his first religious message at Sarnath, a city located in the Indian state of Uttar Pradesh. Sarnath is considered to be one of the four holy sites of Buddhism, along with Lumbini, Bodh Gaya, and Kushinagar.
According to the Buddhist tradition, after Buddha attained enlightenment under the Bodhi tree in Bodh Gaya, he spent the next 49 days meditating at the Vulture Peak near Sarnath. During this time, he formulated the Four Noble Truths and the Eightfold Path, which are the central teachings of Buddhism.
After completing his meditation, Buddha gave his first sermon at Sarnath, which is known as the Dhammacakkappavattana Sutta. In this sermon, Buddha outlined the Four Noble Truths and the Eightfold Path, and he began to teach others about his insights.
Sarnath is a popular pilgrimage site for Buddhists from all over the world. The city is home to a number of Buddhist temples and monasteries, as well as the ruins of ancient stupas and monasteries.