Which is the closest relative in your direct line who was a Spanish citizen?

Your direct line means you, your parents, their parents, and so on back — not aunts, uncles or cousins, and not a spouse's family. If more than one line goes back to Spain, pick the closest one; the others can be looked at separately. If you were born in Spain yourself, say so — it answers a different question that matters just as much. And if you are not certain whether someone held Spanish nationality or merely came from Spain, treat that as not sure: the two are different, and the difference decides the answer.