The first Session of the Indian National Congress was held in Bombay. The Indian National Congress was a political party that played a significant role in the Indian independence movement.
Option 1 - Calcutta: The first session was not held in Calcutta.
Option 2 - Madras: The first session was not held in Madras.
Option 3 - Lahore: The first session was not held in Lahore.
Option 4 - Bombay: This is the correct answer. The first session of the Indian National Congress took place in Bombay.
Therefore, the correct answer is indeed option 4.