Why do we recite the blessing with the words al netilat lulav and not al netilat etrog (or using both), or al daled minim?
א"ל ר' ירמיה לר' זריקא מאי טעם לא מברכינן אלא על נטילת לולב הואיל וגבוה מכולן ולגבהיה לאתרוג ולבריך א"ל הואיל ובמינו גבוה מכולן
Rabbi Yirmeya said to Rabbi Zerika: What is the reason that we recite the blessing only with the formula: About taking the lulav, with no mention of the other species? Rabbi Zerika said to him: Since it is highest of them all and the most conspicuous, the other species are subsumed under it. Rabbi Yirmeya asks: And if that is the only reason, let him lift the etrog higher than the lulav and recite the blessing mentioning it. Rabbi Zerika said to him that he meant: Since the tree of its species is the tallest of them all, it is the most prominent, and therefore it is appropriate for the formula of the blessing to emphasize the lulav.
Though if you took some of the 4 species, including the Lulav, and by accident left out others that you had available, and interrupted before picking up the missing ones, you say a blessing before taking them that is specific to their kind since you already fulfilled the Lulav part of the Mitzva (Rama OC 651:12).