Where were the first Olympic Games held?

Explanation:

Athens 1896 Olympic Games, athletic festival held in Athens that took place April 6–15, 1896. The Athens Games were the first occurrence of the modern Olympic Games.

The advanced Olympic Games or Olympics are the main global games highlighting summer and winter sports rivalries in which many competitors from around the world take an interest in an assortment of contests.
The Olympic Games are viewed as the world's principal sports contest with in excess of 200 countries taking an interest.
The Olympic Games are typically held like clockwork, switching back and forth between the Summer and Winter Olympics at regular intervals in the four-year time frame

Final Answer:

Hence, the correct option is D, Athens