Explanation:

- The first railway line in India was established in 1853.

- Option:1, Mumbai to Delhi: This option represents two major Indian cities but was not the first railway route.

- Option:2, Delhi to Kanyakumari: A very long stretch, spanning almost the entire length of India, but not the first railway line.

- Option:3, Chennai to Nagpur: While important, this route was not the first railway line.

- Option:4, Mumbai to Thane: This is the correct answer. This stretch signifies the inception of the Indian Railway, with a journey that began on April 16, 1853.