Step 1: Concept
If the square of an integer is even, the integer itself must be even. If the square is odd, the integer must be odd.
Step 2: Meaning
We need to determine if $x$ is odd.
Step 3: Analysis
Statement I: $x^2$ is even $\Rightarrow x$ is even. This allows us to answer "No" to the question "Is $x$ odd?". Statement II: $4x$ is always even for any integer $x$ (even or odd), so it doesn't help identify if $x$ is specifically odd.
Step 4: Conclusion
Statement I provides a definitive "No" answer, making it sufficient alone.
Final Answer: (A)