The correct option is D Platyhelminthes
Platyhelminthes are the first to develop the brain. They have cerebral ganglion and there are two nerve cords on the ventral side that run the length of the body from the anterior cerebral ganglion. Various nerve processes extend off the nerve cords. This is the first nervous system with a coordinating ganglion and the first to show nerve cords and hence a true brain.
Thus, the correct answer is option D.