To solve this problem, we need to identify the group of plants where the retention of the female gametophyte with a developing young embryo on the parent sporophyte is first observed.$\newline$Let's analyze each option:$\newline \bullet$Option 1: Liverworts$\newline$ - Liverworts are non-vascular plants belonging to the bryophytes.$\newline$ - In liverworts, the sporophyte is dependent on the gametophyte for nutrition, but the retention of the female gametophyte with a developing embryo is not a characteristic feature.$\newline \bullet$Option 2: Mosses$\newline$ - Mosses are also bryophytes and have a similar life cycle to liverworts.$\newline$ - The sporophyte remains attached to the gametophyte, but the retention of the female gametophyte with a developing embryo is not prominent.$\newline \bullet$Option 3: Pteridophytes$\newline$ - Pteridophytes are vascular plants and include ferns and their allies.$\newline$ - In pteridophytes, the female gametophyte is retained on the parent sporophyte, and the young embryo develops on it.$\newline$ - This is the first group where such a feature is observed, marking a significant evolutionary step.$\newline \bullet$Option 4: Gymnosperms$\newline$ - Gymnosperms also retain the female gametophyte with the developing embryo, but they are more advanced than pteridophytes.$\newline$ - The feature is not first observed in gymnosperms.$\newline$Therefore, the correct answer is Option 3: Pteridophytes, as they are the first group to show this evolutionary trait.