<em>During their arrest:</em> The defendant is often better off exercising Fifth Amendment rights to remain silent during questioning and arrest. The defendant is not required to say anything at this stage.
<em>During their initial appearance:</em> Unless this appearance is the defendant's arraignment appearance (it could be bail, etc.), then the defendant is not required to disclose information.
<em>During their arraignment appearance: </em>The arraignment appearance is where a judge restates rights for the defendant and gives the defendant the opportunity to declare his/her innocence or guilt. This is often the defendant's first formal court appearance.
<em>During their Grand Jury appearance:</em> This step of the trial occurs after the defendant declares innocence or guilt, so this is irrelevant to the question.
I think you forgot to give the options along with this question. I am answering the question based on my knowledge and research. The historical event that would be most useful to include would be President Johnson's escalation of the Vietnam War after the Tonkin Gulf incident. I hope the answer helps you. <span />