In Assassin's Creed Origins, the Egyptian city of Siwa serves as Bayek's home at the start of the game.
Siwa is an oasis in Egypt's Western Desert and the home of Bayek, the game's protagonist. Bayek is a Medjay, a protector and law enforcer, and his connection to Siwa establishes his identity before the story expands across Ptolemaic Egypt.
The opening chapters use Siwa to introduce combat, investigation, exploration, and Bayek's personal motivations. Its isolated desert setting contrasts with later locations such as Alexandria, Memphis, and Cyrene, allowing the game to broaden from a local revenge story into the origin story of the Hidden Ones.
Alexandria is the most frequent alternative answer because it is one of the game's largest and most recognizable cities. It is not Bayek's home, however. Siwa is a real oasis, and Origins uses its geography and the Temple of Amun as important parts of the opening narrative.