The correct answer is option 'C' - Natural gas.

When an oil well is drilled through rocks, the first substance that typically comes out is natural gas. Natural gas is a mixture of hydrocarbon gases, primarily methane (CH4), but it can also contain small amounts of other gases such as ethane (C2H6), propane (C3H8), and butane (C4H10).

Here is a detailed explanation:

1. Introduction to oil drilling:
- Oil drilling involves the process of drilling a hole or wellbore into the Earth's surface to extract crude oil and natural gas from underground reservoirs.
- The drilling process uses a drilling rig that rotates a drill bit to penetrate through various layers of rocks and sediments.

2. Formation of oil and natural gas:
- Oil and natural gas are formed over millions of years from the remains of plants and animals that lived in ancient oceans and lakes.
- As these organic materials decompose under high pressure and temperature conditions, they transform into hydrocarbons, which are compounds made up of carbon and hydrogen atoms.

3. The sequence of substances encountered during drilling:
- When an oil well is drilled, it typically passes through different rock layers, each with its own composition and characteristics.
- The first substance that usually comes out of the wellbore is natural gas, which is often found trapped in porous rock formations above oil reservoirs.
- Natural gas is lighter than oil and tends to migrate upwards towards the surface due to its lower density.

4. Composition of natural gas:
- Natural gas primarily consists of methane, a simple hydrocarbon compound with one carbon atom and four hydrogen atoms (CH4).
- It is highly flammable and has no color, odor, or taste in its pure form.
- Natural gas can also contain small amounts of other hydrocarbon gases such as ethane, propane, and butane, as well as impurities like nitrogen, carbon dioxide, and sulfur compounds.

5. Significance of natural gas:
- Natural gas is an important energy resource that is used for various purposes, including heating, electricity generation, and as a fuel for transportation.
- It is cleaner-burning compared to coal and oil, resulting in lower greenhouse gas emissions and air pollution.
- Natural gas is often transported through pipelines or liquefied for easier storage and transport.

In conclusion, when an oil well is drilled through rocks, the first substance that typically comes out is natural gas. This is because natural gas tends to migrate towards the surface due to its lower density compared to oil.