Option 1, Fort William, was built in 1706 mainly as a defense against French occupation. It was not the first fort in India constructed by the British.

Option 2, Fort St. George, is the correct answer. It was the first fort built by the British in India. It was established on April 23, 1639, by the British East India Company, under the direction of Francis Day and Andrew Cogan. It marked the beginning of British rule in India.

Option 3, Fort St. David, was procured in 1690 by Elihu Yale (who later founded Yale University in the USA). This occurred several years after the construction of Fort St. George, so it was not the first British fort in India.

Option 4, Fort St. Angelo, was built by the Portuguese, not the British, in the 16th century. Hence, it can`t be the first British fort in India.