Option 1: Bal Gangadhar Tilak is not the correct answer. He was a prominent leader during the Indian independence movement and did not start the first English newspaper in India.

Option 2: Rajaram Mohan Roy is also not the correct answer. He was a social reformer and is known as the "Father of the Indian Renaissance." He did not start the first English newspaper in India.

Option 3: J.A. Hickey is the correct answer. He is credited with starting the first English newspaper in India called The Bengal Gazette or Calcutta General Advertiser in 1780.

Option 4: Lord William Bentinck is not the correct answer. He was the Governor-General of India in the 19th century and introduced many reforms, but he did not start the first English newspaper in India.

Therefore, option 3 - J.A. Hickey is the correct answer.