The mouth and pharynx are the first two structures air travels through during inspiration, or inhalation, in the respiratory system. The pharynx is located at the back of the mouth, and is the upper region of the throat that connects the nose and mouth.
Although there is a tendency to confuse the trachea and the esophagus, students should understand the fundamental difference. The trachea is a respiratory structure, which transports air and gases between the external atmosphere and the internal environment of the lungs. The esophagus is a digestive system structure, which, through the muscular contractions of peristalsis, carries ingested food down to the stomach. Thus, esophagus is the correct answer. 

The process of air moving into and out of the lungs is called pulmonary ventilation. Cellular respiration refers to the process by which fuel molecules are converted into energy molecules such as ATP (think back to glycolysis, Krebs cycle, and electron transport). Pulmonary respiration refers to the specific process of gas exchange between the body (capillaries) and the environment (air inside the alveoli).

Aleveoli are small sacs in the lungs which help with the exchange of carbon dioxide and oxygen from the bloodstream to the lungs. The trachea and bronchi are surrounded by thick connective tissue (cartilage) and thus, their walls are much too thick to allow gas exchange, thus they function to transport air to and from the alveoli. The pleura are the membranes surrounding the lungs and lining the thoracic wall, and thus never come into direct contact with air. The thorax is not a part of the lungs, rather, it is the anatomical region we commonly refer to as the chest.

Alveoli, like most bodily structures, are part of an aqueous environment, making them subject to the surface tension of water. Surfactant lowers surface tension, allowing the alveoli to expand with much less pressure than they would against full surface tension. As a result, inspiration of air requires less effort, making it more energetically efficient. 

The respiratory system is composed of the mouth, trachea, bronchi, bronchioles, and alveoli in the lungs. The primary function of the system is to bring air to the alveoli, where it can interact with blood in nearby capillaries. Oxygen diffuses into the blood from the alveoli, while carbon dioxide is transferred out of the blood, in a process known as gas exchange.

While the respiratory system is responsible for re-oxygenating blood, it is the circulatory system that actually delivers the oxygen to the tissues of the body. The immune system battles foreign pathogens, and the excretory system maintains fluid balance.

The alveoli are small vessels which increase the surface area available for gas exchange into and out of blood. Oxygen diffuses into the blood while carbon dioxide diffuses out of the blood. These vessels have no control over how much blood is present in the lungs. Also, while these vessels do keep certain things out of the bloodstream, their purpose is not to filter particles. The main filter for our lungs is the mucus coating over the tissues and in our mouth and nose.

The respiratory system is responsible for the exchange of oxygen and carbon dioxide gases between the body and its external environment. The respiratory organs—the lungs—contain alveoli, where gas exchange occurs in concordance with expiration and inspiration, or breathing.

The other choices refer to other organ systems—namely the circulatory, immune, and excretory systems—which should not be confused with the respiratory system.

The larynx, or voice box, contains the vocal cords, which are the source of sound production. The pharynx, or throat, has a dual role in respiration and digestion. The pharynx receives air from the nasal cavity and food and drink from the oral cavity. The trachea, or windpipe, is a rigid tube that transports air from the larynx to the bronchi. The bronchi in turn transport air into the lungs. The alveoli are thin-walled sacs where the exchange of gasses between the lungs and the blood occurs.

The diaphragm separates the thoracic cavity from the abdominal cavity. When it contracts, it flattens downward and permits the lungs to expand, promoting inhalation. When it relaxes, it rises and compresses the lungs, promoting exhalation. The internal oblique muscle fibers are directed upward from the iliac crest (hip bone) to the lower ribs. The masseter muscle is involved in chewing. The deltoid is a large triangular muscle that covers the shoulder joint. The vastus lateralis extends the leg and is located in the anterior thigh.

Hiccups are reflex spasms of the diaphragm, causing an involuntary inhalation followed by a sudden closure of the glottis that produces an audible sound, the "hic." Snoring is the sound produced while breathing through the mouth during sleep. Sneezing is caused by irritants in the nasal cavity. The glottis stays open while the tongue and soft palate block the flow of air from getting out. Then they suddenly release to let air burst through the nose. Coughing is triggered by irritants in the respiratory tract. High pressure forms in the lower respiratory tract when the glottis closes and muscles contract. The glottis then suddenly opens to release an explosive blast of air. Anxiety may trigger an increase in respiration, hyperventilation, which results in lowered carbon dioxide levels.