In Assassin's Creed Mirage, Basim begins his journey in Anbar, a settlement near Baghdad. The opening chapters show him living as a street thief before he escapes and seeks a new life with the Hidden Ones.
Anbar is important because it establishes Basim's relationships, his ambitions, and the strange visions that drive the story. After leaving the settlement, he travels to Baghdad and trains at the Hidden Ones' bureau, where the central investigation takes place.
Baghdad is therefore the game's major city and may seem like the answer to this question, but it is not where Basim's journey begins. Mirage deliberately contrasts the smaller opening settlement with the larger, densely detailed Abbasid capital that follows.