To answer this question, you need to have knowledge about Yuri Gagarin and his historic achievement. Let's go through each option to understand why it is correct or incorrect:
Option A) Space - This option is correct. Yuri Gagarin was the first man to go into space. On April 12, 1961, he became the first human to orbit the Earth in his spacecraft Vostok 1.
Option B) Moon - This option is incorrect. Yuri Gagarin did not go to the moon. His mission was focused on orbiting the Earth, not going to the moon.
Option C) Orbit - This option is partially correct. Yuri Gagarin's mission was to orbit the Earth, so he did go into orbit. However, the more specific answer is that he went into space.
Option D) None of these - This option is incorrect. Yuri Gagarin did go into space, so this option is not applicable.
The correct answer is Option A) Space. Yuri Gagarin was the first man to go into space.