Mahatma Gandhi first initiated his Satyagraha movement in India at Champaran, Bihar in 1917 hence Option 3 is correct. Dissecting all options:

1. Ahmedabad - In 1918, Gandhi led the Ahmedabad mill workers` strike, demonstrating the methods of non-violent civil disobedience, but it was not his first satyagraha in India.

2. Bardoli - The Bardoli Satyagraha happened in 1928, more than a decade after Gandhi`s first Satyagraha movement.

3. Champaran - This is the correct answer. Gandhi initiated his Satyagraha (non-violent protest) movement in Champaran in 1917 to address the issue of indigo farmers being forced to grow indigo with negligible compensation.

4. Kheda - Just after the Ahmedabad mill workers strike in 1918, Gandhi also organized a Satyagraha in Kheda, Gujarat, to support the peasants in their struggle against a raised tax rate, but again, it was not his first Satyagraha in India.