In Assassin's Creed Origins, Siwa is the Egyptian oasis city that is home to Bayek and his wife Aya.
Bayek is a Medjay, an ancient Egyptian protector, and Siwa is his home region at the start of the game. The opening chapters establish his role in the community and introduce the personal loss that sends him across Ptolemaic Egypt. Aya, Bayek's wife, is also central to the story and has her own connections to Alexandria and the political world.
Alexandria is the game's largest famous city and an important setting, but it is not Bayek's hometown. Memphis and Giza are also major Egyptian locations represented in the game, which can make the answer less obvious when recalling the map.
Origins was released in 2017 and depicts Egypt during the reign of Ptolemy XIII. Its story explores the origins of the Hidden Ones, the organization that later develops into the Assassin Brotherhood. Siwa therefore functions as both a personal starting point and a gateway into the wider historical conflict.