I believe your answer is A) At first, because "At first" and "My initial reaction" both have similar meanings, though taking out "my initial reaction" would leave the sentence not making sense. Taking out "At first" however still leaves the sentence readable. Hope this helps! Though you may want to get a second opinion :)
The Three Rhetorical Appeals are the main strategies used to persuade an audience and are also important devices to understand when constructing or deconstructing an argument.