Option 1: Sarojini Naidu was a prominent Indian independence activist and poet. However, she was not the first woman Ambassador from India.

Option 2: Aruna Asaf Ali was a freedom fighter and is remembered for her participation in the Quit India Movement. However, she was not the first woman Ambassador from India.

Option 3: Vijaya Lakshmi Pandit is the correct answer. She was the first woman Ambassador from India. She served as the Indian Ambassador to the Soviet Union, United States, and United Kingdom.

Option 4: C.B. Muthamma was the first woman Indian Foreign Service officer but not the first woman Ambassador.

Therefore, the correct answer is option 3, Vijaya Lakshmi Pandit.