Question: Mission San Diego de Alcalá was the first Franciscan mission established in which modern-day U.S. state?

Context paragraphs:
Vicente Fustér: Father Vicente Fustér, O.F.M. was Catholic a priest of the Franciscan Order, and a Spanish missionary in California during the 18th century.  A member of the Franciscan Province of Cantabria, Spain, he was one of twenty Franciscans who set out from the missionary College of San Fernando de Mexico in October, 1770 to labor in the Spanish missions in Baja California.  On November 24, 1771 he arrived at Loreto with fourteen of his colleagues.  In the summer of 1773 the Franciscans surrendered all missions on the Baja Peninsula to the Dominicans, after which Father Amúrrio along with five other friars volunteered to work the new missions in Upper California.  Upon arrival in San Diego on August 30, Fray Fustér was assigned to Mission San Diego de Alcalá to take the place of Father Tomás de la Peña.

USNS Mission San Diego (T-AO-121): SS "Mission San Diego" was a Type T2-SE-A2 tanker built for the United States Maritime Commission during World War II.  After the war she was acquired by the United States Navy as USS "Mission San Diego" (AO-121).  Later the tanker transferred to the Military Sea Transportation Service as USNS "Mission San Diego" (T-AO-121).  She was a member of the "Mission Buenaventura"-class oiler and was named for the Mission San Diego de Alcalá.

Charles F. Buddy: Charles Francis Buddy (October 4, 1887—March 6, 1966) was an American prelate of the Roman Catholic Church.  He served as Bishop of San Diego from 1936 until his death in 1966.  Buddy came to San Diego in 1937 as the first Bishop of the new Diocese of San Diego.  Educated in Rome, he was a hard-working administrator who collaborated easily with every element in the city's leadership.  He was a builder, creating 150 new parishes, 30 mission chapels, 75 elementary schools, and a diocesan newspaper for the rapidly expanding Catholic population.  Emphasizing the historic Catholic connections of the city – which was named San Diego after St. Diego (Didacus) de Alcalá.  He restored Mission San Diego de Alcalá, and invested heavily in Mission Style architecture.  He built a higher education complex, now the University of San Diego, that included a college for women, a men’s college, law school, theological seminary, a basilica for the chapel, and offices for the diocese.

Serra Mesa, San Diego: Serra Mesa is a community in San Diego, California.  It is located roughly between Interstate 805 and Interstate 15, north of Friars Road and south of Aero Drive.  Serra Mesa is named for Junípero Serra, a Majorcan (Spain) Franciscan friar who founded the Mission San Diego de Alcalá.  Adjacent communities include Kearny Mesa, Tierrasanta, Mission Valley, and Linda Vista.

Vicente Pascual Oliva: Father Vicente Pascual Oliva, O.F.M. (born 18th century, died January 2, 1848) was Catholic a priest of the Franciscan Order, and a Spanish missionary in California during the 19th century.  He was born in Martin del Rio in the ancient kingdom of Aragon, and joined the Order in the convent of Nuestra Señora de Jesus, Zaragosa, on February 1, 1799.  He left for the Apostolic College of San Fernando de Mexico on March 29, 1810; form there he departed for Alta California in early July, 1811 but due to various setbacks and illness did not reach Monterrey until August 1813.  Fray Oliva was allowed to officiate over his first baptism at Mission San Carlos Borromeo de Carmelo on October 28 of that year.  Soon thereafter he was transferred to Mission San Fernando Rey de España, where he also assisted the fathers of Mission San Gabriel Arcángel until the fall of 1815.  Beginning his ministry at Mission San Francisco de Asís on November 18, 1815, he continued there until the fall of 1818, when he was transferred to Mission San Miguel Arcángel.  He served there for approximately two years before being called to Mission San Diego de Alcalá, where he resided until early 1832 until being sent to Mission San Luis Rey de Francia to manage the temporal affairs of that outpost.  Father Oliva made his first entry in the Baptismal Register of Mission San Juan Capistrano on September 6, 1846.

Mission San Diego station: Mission San Diego is a station on San Diego Trolley's Green Line.  The street-level station has side platforms.  It is located in the Grantville neighborhood near the Mission San Diego de Alcalá and National University's San Diego campus.

El Camino Real (California): El Camino Real (Spanish for The Royal Road, also known as The King's Highway), sometimes associated with Calle Real (within the US state of California), usually refers to the 600-mile (965-kilometer) road connecting the 21 Spanish missions in California (formerly Alta California), along with a number of sub-missions, four presidios, and three pueblos, stretching at its southern end from the San Diego area Mission San Diego de Alcalá, all of the way up to the trail's northern terminus at Mission San Francisco Solano in Sonoma, just above San Francisco Bay.

Mission San Diego de Alcalá: Mission Basilica San Diego de Alcalá was the first Franciscan mission in The Californias, a province of New Spain.  Located in present-day San Diego, California, it was founded on July 16, 1769 by Spanish friar Junípero Serra in an area long inhabited by the Kumeyaay people.  The mission and the surrounding area were named for the Catholic Didacus of Alcalá, a Spaniard more commonly known as "San Diego".  The mission was the site of the first Christian burial in Alta California.  San Diego is also generally regarded as the site of the region's first public execution, in 1778.  Father Luis Jayme, California's first Christian martyr, lies entombed beneath the chancel floor.  The current church is the fifth to stand on this location.  The Mission is a National Historic Landmark.

Presidio of San Diego: El Presidio Reál de San Diego (Royal Presidio of San Diego) is a historic fort in San Diego, California.  It was established on May 14, 1769, by Gaspar de Portolá, leader of the first European land exploration of Alta California - at that time an unexplored northwestern frontier area of New Spain.  The presidio was the first permanent European settlement on the Pacific Coast of the present-day United States.  As the first of the presidios and Spanish missions in California, it was the base of operations for the Spanish colonization of California.  The associated Mission San Diego de Alcalá later moved a few miles away.

José Barona: Father José Barona, O.F.M. was Catholic a priest of the Franciscan Order, and a Spanish missionary in California during the late 18th and early 19th centuries.  Born in July, 1764 at Villa-Nueva del Conde, in the archdiocese of Burgos, Old Castile, Father Barona entered the Order of St. Francis at the Villa de Velorado in the Province of Burgos on July 18, 1783.  He arrived at the missionary College of San Fernando de Mexico on August 24, 1795, and set out from there in 1798 to labor in the Spanish missions in California.  Upon arrival in San Diego, Fray Barona performed his first baptism at Mission San Diego de Alcalá on August 4 of that same year.

Supporting paragraphs: Serra Mesa, San Diego Mission San Diego de Alcalá
Answer: California