Which one creates an instance of an array?

Option A is correct. It uses correct array declaration and correct array construction.

Option B is incorrect. It generates a compiler error: incompatible types because the array variable declaration is not correct. The array construction expects a reference type, but it is supplied with a primitive type in the declaration.

Option C is incorrect. It generates a compiler error: incompatible types because a string literal is not assignable to a character type variable.

Option D is wrong, it generates a compiler error <identifier> expected. The compiler thinks that you are trying to create two arrays because there are two array initialisers to the right of the equals, whereas your intention was to create a 3 x 3 two-dimensional array.