The most accurate distinction in your options is: "Spain created a massive empire."
The Spanish colonization effort was characterized by the establishment of a vast empire in the Americas, involving extensive settlements, resource extraction, and the spread of Christianity, particularly in regions such as modern-day Mexico and South America. In contrast, French and Dutch colonization efforts were often more focused on trade (especially fur trade) and establishing alliances with Indigenous peoples rather than creating large territorial empires. The other options provided — concerning the geographical location of Spanish settlements, the Protestant Reformation, and a focus on the fur trade — do not accurately reflect the main differences in colonization strategies between Spain and the other European powers.