The Shang made their first capital city

1:ANAHUAC
2:BEIJING
3:ANYANG
4:GOBI

The Shang dynasty, which was one of the earliest Chinese dynasties, made their first capital city in Anyang, which is option 3.

To arrive at this answer, you can either have prior knowledge of Chinese history or conduct a quick search.

If you want to search for the answer yourself, you can follow these steps:

1. Open a search engine like Google.
2. Type in "Shang dynasty capital city."
3. Look for reliable sources such as historical websites or research papers.
4. Click on the relevant search results to find information about the Shang dynasty's first capital city.
5. Read the information provided to determine which city was the Shang dynasty's first capital.

In this case, you will find that Anyang is generally recognized as the first capital city of the Shang dynasty.

3. Anyang