In Assassin's Creed Origins, Bayek's home is the Egyptian oasis of Siwa.
Bayek of Siwa is a Medjay, a protector and lawkeeper, and the game's opening chapters establish his connection to the remote oasis. His investigation begins there before expanding across Ptolemaic Egypt, where political rivalries and a mysterious masked order threaten his family and homeland.
Siwa is in Egypt's Western Desert, far from the major Nile cities. Its oasis setting gives the opening a distinct visual identity, with desert landscapes, springs, temples, and settlements. The game then moves to places such as Alexandria, Memphis, and Cyrene as Bayek pursues members of the Order of the Ancients.
Alexandria is a particularly tempting answer because it is one of Origins' largest and most historically prominent locations. However, Alexandria is not Bayek's home. The game's title points to the origins of the Assassin Brotherhood, while Siwa establishes the personal and geographic starting point of Bayek's story.