The Ahmadiyya Movement was started by Mirza Ghulam `Ahmad in Gurdaspur. Gurdaspur is a district located in the Indian state of Punjab. Mirza Ghulam `Ahmad, who claimed to be the promised Messiah and Mahdi (the guided one), founded the Ahmadiyya Movement in the late 19th century.

Option 1: Patna is not the correct answer. Patna is the capital city of the Indian state of Bihar and has no direct connection to the starting point of the Ahmadiyya Movement.

Option 2: Aligarh is not the correct answer. Aligarh is a city in the Indian state of Uttar Pradesh and is known for its educational institutions. There is no historical association between Aligarh and the Ahmadiyya Movement.

Option 3: Bhopal is not the correct answer. Bhopal is the capital city of the Indian state of Madhya Pradesh and has no relevance to the establishment of the Ahmadiyya Movement.

Therefore, the correct answer is option 4: Gurdaspur. It was in Gurdaspur that Mirza Ghulam `Ahmad initiated the Ahmadiyya