Explanation:

- The Khadi and Village Industries Commission (KVIC) has been actively involved in promoting traditional industries and providing employment in rural areas.

- KVIC opened its first silk processing plant to enhance silk production capabilities and support local artisans and weavers.

- Option 1: Maharashtra is known for various KVIC initiatives but is not the state in question for the silk processing plant.

- Option 2: Tamil Nadu is a leading silk-producing state but is not the answer.

- Option 3: Karnataka is renowned for its silk industry, especially Mulberry silk, but it's not where KVIC opened this first plant.

- Option 4: Gujarat is indeed the correct answer, where the KVIC opened its first silk processing plant to boost local silk production.