The First Session of the Indian National Congress took place in Bombay (currently known as Mumbai) in December 1885. Hence, option 2 is the correct answer. It was a significant historical event as it marked the beginning of political discourse and activities against British rule in India.

Now let`s discuss the other options:

Option 1: Ahmadabad - This is incorrect. Although Ahmedabad has played a significant role in India`s freedom struggle, the first session of the Indian National Congress didn`t take place here.

Option 3: Calcutta - This is also not correct. While Calcutta (now Kolkata) was the capital of British India until 1911 and hosted numerous important sessions of the Indian National Congress, the first session was held in Bombay.

Option 4: Delhi - This too is wrong. Delhi became the center of political activities and the capital of British India after 1911, well after the first session of the Indian National Congress took place.