In school, you are taught that smoking is bad for your health.
So?
We can associate the word "danger" in the sentence with the world "smoking".
Service: Not related to health(smoking), so we can get rid of options A and B.
Health: Related to health(smoking), so keep B and D.
Message: A communication containing some sort of information. Keep B.
Initiative: As defined by dictionary.com,
"an introductory act or step; leading action"
Warning the public against something does not fit, so discard D.
We are left with Option B.