Explanation:

- Andhra Pradesh is notable for hosting the world's first thermal battery power plant.

- Kerala is not recognized for having this particular innovation in thermal energy.

- Uttar Pradesh, while also developing its energy sector, isn't home to this groundbreaking plant.

- Maharashtra has achieved significant feats in clean energy but doesn't claim the first thermal battery plant.

- Gujarat is innovative in renewable energy but didn't establish the first thermal battery power plant.