Detailed Explanation:

Maharashtra established the first Lokayukta in India in 1971 under the leadership of Chief Minister V.P. Naik, following the recommendation of the Administrative Reforms Commission (1966).

The institution was created to address complaints of corruption and maladministration against public servants. Other states like Odisha (1983), Kerala (1999), and Punjab (1996) established their Lokayuktas much later.

Therefore, Maharashtra being the pioneer state, Option 3 is the correct answer.