Final answer:
The first state in the TCP connection process in Fortigate is 'Syn Sent'. This state indicates that a SYN packet has been sent to initiate a three-way handshake for establishing a TCP connection.
Step-by-step explanation:
The first state in the Transmission Control Protocol (TCP) connection establishment process in a Fortigate firewall is the Syn Sent state. When a host attempts to establish a TCP connection to a server, it begins by sending a SYN (synchronize) packet to the server. The Syn Sent state indicates that the initial synchronization request has been sent out, but the connection has not yet been established. The four possible answers provided correspond to different states in the TCP three-way handshake process; however, Syn Sent is the initial state where a client is actively attempting to establish a connection.