The statement that is true of early Spanish settlers in North America is:
They built their first permanent forts before the English did.
Spanish settlers established some of the earliest permanent settlements and forts in North America, including St. Augustine in Florida, which was founded in 1565, well before the English established their first permanent colony at Jamestown in 1607. The other statements are not accurate. For example, they did not all reach North America solely by sailing across the Atlantic, and their explorations extended beyond just the Southwest. Additionally, their first permanent colony was not in California but in Florida.