**Core Concept**
Wernicke's encephalopathy is a neurological disorder caused by thiamine (vitamin B1) deficiency, often seen in chronic alcoholics. The classical triad consists of confusion, ophthalmoplegia (eye movement abnormalities), and ataxia (coordinated movement issues).

**Why the Correct Answer is Right**
The earliest symptom showing improvement from thiamine therapy is ophthalmoplegia. This is because the oculomotor and abducens cranial nerves, which control eye movements, are more sensitive to thiamine levels than the other two components of the triad. Thiamine plays a crucial role in the proper functioning of these nerves, and supplementation can lead to rapid improvement in eye movement abnormalities. This is a critical aspect of early diagnosis and treatment of Wernicke's encephalopathy.

**Why Each Wrong Option is Incorrect**
**Option A:** Ataxia is a symptom that may show improvement with thiamine therapy, but it is not the earliest symptom to respond. Ataxia is caused by damage to the cerebellum and its connections, which can take longer to recover from.

**Option C:** Confusion is the most severe component of the classical triad and may not show improvement as rapidly as ophthalmoplegia. Confusion is caused by damage to the thalamus and other brain regions, which can be more challenging to recover from.

**Option D:** All symptoms of Wernicke's encephalopathy do not respond equally to thiamine therapy. Ophthalmoplegia is the earliest symptom to show improvement, indicating a more rapid recovery of cranial nerve function.

**Clinical Pearl / High-Yield Fact**
In patients with Wernicke's encephalopathy, early recognition and treatment with thiamine can lead to significant improvement in ophthalmoplegia, often within hours to days. This highlights the importance of prompt diagnosis and treatment in this condition.

**✓ Correct Answer: B. Ophthalmoplegia**