**Core Concept**
The formation of the embryonic structure is a critical step in fetal development, which involves the organization of cells into complex tissues and organs. The process begins with the fertilization of an egg by a sperm, leading to the formation of a zygote, which undergoes several cell divisions to form a blastocyst.

**Why the Correct Answer is Right**
The first embryonic structure to form is the blastocyst, which is a fluid-filled cavity surrounded by two layers of cells: the trophoblast and the inner cell mass. The trophoblast will eventually give rise to the placenta and other supporting tissues, while the inner cell mass will differentiate into the embryoblast, which will develop into the fetus. The blastocyst undergoes implantation in the uterine wall, marking the beginning of embryonic development.

**Why Each Wrong Option is Incorrect**
**Option A:** This option is incorrect because it does not accurately represent the initial embryonic structure.
**Option B:** This option is incorrect because it refers to a later stage of embryonic development, specifically the formation of the gastrula.
**Option C:** This option is incorrect because it is not a recognized embryonic structure.

**Clinical Pearl / High-Yield Fact**
It's essential to remember that the blastocyst is the first embryonic structure to form and marks the beginning of embryonic development. This knowledge is crucial in understanding various embryonic developmental anomalies and their potential consequences on fetal development.

**Correct Answer: D. Blastocyst**