Answer: The first diagram you selected is the correct visual representation.
Check out the diagram I posted below. The red vertical line is x = 0, aka the y axis. The blue parabola is 3x = y^2. The green horizontal line is y = 6. The region bounded by these curves is the gray shaded region.
Spinning that gray region around the y axis results in the first diagram in your answer choices. The disk in pink is a cross section to help find the volume (through the use of integral calculus).