when people talk about the cities in Australia,the first__ comes into mind is Sydney.

不好意思选成了one,选错了。如果题目中没有comes into mind才能选one.that才是正确的,不过看到你的补充问题才反应过来。选that引导定语从句修饰the first,也就是说that comes into mind是作为定语修饰the first,翻译为闪现在脑海中的第一个城市是(悉尼)。这里the first后省略了宾语city或one,先行词有序数词修饰时只能用that引导定语从句。希望能帮到你。