Identify the proper noun in the following sentence: The Amazon is the largest river in the world.

A proper noun refers to a particular person and always starts with a capital letter.

In the given sentence,
The Amazon is the name of a particular river and refers to the largest river in the world. So, It is the proper noun.

অন্যদিকে, 
Option A: The word "the" is an article and not a noun.
Options C and D viz. River and world are common nouns. 

সুতরাং, options A, C, and D are incorrect.