Step 1: Understand the question.
The question asks to identify the type of tissue that Endoneurium is.
Step 2: Recall the definition and composition of Endoneurium.
The endoneurium is a delicate layer of connective tissue found in the peripheral nervous system. It surrounds individual nerve fibers (axons) within a fascicle (bundle of nerve fibers). Its function is to provide support and protection to the nerve fibers and to maintain the interstitial fluid environment around them.
Step 3: Evaluate the given options.
\begin{itemize}
\item Epithelial tissue: This tissue primarily covers body surfaces, lines cavities, and forms glands. It does not surround individual nerve fibers.
\item Connective tissue: This tissue primarily provides support, binds tissues together, and protects organs. The endoneurium, perineurium, and epineurium are all layers of connective tissue that organize and protect peripheral nerves.
\item Muscular tissue: This tissue is responsible for movement. It consists of muscle cells (fibers).
\item Nervous tissue: This tissue is specialized for communication and includes neurons and glial cells. While endoneurium is associated with nerves, it is the supporting connective tissue, not the nervous tissue itself.
\end{itemize}
Step 4: Conclude the correct answer.
Based on its definition and function as a supporting layer around nerve fibers, Endoneurium is classified as a connective tissue.
The final answer is $\boxed{\text{Connective tissue}}$.