This is a terrible question.
D is right. [General context, some undistinguished pen, oh it's black]
A is right. [See any pens, oh the one I want is black]
C is right. [In my kitchen I keep one pen, which gets moved around and replaced, the current one's black.]
There are a number of contexts in which "a" or "the" would work in this dialogue. However, because Person A adds "I left it here this morning," the first question would probably be:
Have you seen my pen? I left it here this morning?
For Person B, who perhaps saw a black pen, the question could be:
Is it black? I think I saw it somewhere.
Is it a black pen? I think I saw it somewhere.
Is it the black pen that I saw earlier?