The correct option is
C Dreadful
Ghastly refers to something causing great horror or fear.
Option A; Painful means affected with pain and does not really speak of any horror or fear that is caused and hence is an incorrect option.
Option B; Exciting means causing great enthusiasm and eagerness and is probably a word with an opposite meaning to the aforesaid word and hence is an incorrect option.
Option C; Dreadful means causing or involving great suffering, fear or unhappiness and can be used as a synonym to Ghastly and hence this is the right option.
Option D; Unforgettable means impossible to forget and this word does not really have any similarity in its meaning with the aforesaid word and hence it is an incorrect option.