Explanation:

- By the way: This phrase is used to introduce a topic that is not directly related to the current conversation but is worth mentioning. It fits the blank because the speaker is casually introducing new information.

- For one thing: Typically used to introduce a reason or aspect in a list of several.

- In the first place: Indicates the primary reason for something, often in a sequence of points.

- As a result: Suggests a consequence or outcome of a previously mentioned action or event.