The correct answer is option 2: Brahmo Samaj. Brahmo Samaj was the first reform movement to be started in the 19th century.

Option 1: Prarthana Samaj was a reform movement founded in the late 19th century in Bombay, but it was not the first reform movement of the century.

Option 3: Arya Samaj was another reform movement founded in the late 19th century by Swami Dayanand Saraswati, but it was also not the first.

Option 4: Ramakrishna Mission was founded in the 19th century, but it was more of a spiritual and philanthropic organization rather than a reform movement.

Therefore, the correct answer is indeed option 2, as Brahmo Samaj was the first reform movement to be started in the 19th century.