To identify the first protozoa identified through the microscope. This refers to the pioneering observations made by Antonie van Leeuwenhoek in the 17th century.

Antonie van Leeuwenhoek is credited with the first observations of microorganisms, which he called "animalcules," using his self-made microscopes. His initial observations of these tiny creatures from pond water began around 1674.

• Euglena: Historical accounts indicate that Leeuwenhoek observed organisms now recognized as Euglena as early as 1674.
• Vorticella convellaria: Leeuwenhoek described Vorticella in detail around 1676.
• Giardia lamblia: Leeuwenhoek observed this parasite (from his own stool) in 1681.
• Amoeba: While Leeuwenhoek observed amoeboid forms, the specific identification and naming of Amoeba came later, though his observations of these types of organisms were among his early findings.

Based on the earliest documented observations by Leeuwenhoek, Euglena (1674) predates Vorticella (1676) and Giardia lamblia (1681). Therefore, Euglena is considered among the very first protozoa identified through the microscope.

The final answer is $\text{C}$