The correct answer is option 3, Bombay. The first session of the Indian National Congress was held in Bombay (now known as Mumbai) in 1885. The Indian National Congress was a political party formed to represent the interests of the Indian people and to work towards independence from British rule. The session was attended by 72 delegates from various parts of India, and among them were notable figures like A.O. Hume, Dadabhai Naoroji, and Dinshaw Wacha. The formation of the Indian National Congress marked the beginning of organized political activism in India and played a significant role in the Indian independence movement.