The correct option is A no article/the/no article
Option (A) is the correct answer.
EXPLANATION:- There are two types of article.
DEFINITE ARTICLE(THE) :- Article "the" is used to refer to a DEFINITE person or thing.
INDEFINITE ARTICLE(A/AN) :- Article "a/an" is used to refer to a thing in general.
Article "a" is used with consonant sounds whereas article "an" is used with vowel sounds.
In the first blank, "first" here refers to the starting of the event, therefore "no article" will be used. "At first" is a commonly used phrase.
In the second blank, article "the" will be used because the sentence is referring to something specific ( specifically the first time ).
In the third blank, LONDON is a place, hence, "no article" will be used.