On . . . . . . . . first day, they stopped at . . . . . . . . river and decided to make . . . . . . . . camp.

Option A is the answer since "the" is a definite article and the first blank is talking about a definite day, which is the first day. The river and camp mentioned in the statement are indefinite ones and aren't talking about a particular river or camp, thus a definite article cannot be used. Both of them begin with consonants and not vowels, and thus "an" will not be used.