In Assassin's Creed Origins, Siwa is the Egyptian oasis town associated with Bayek's name and origin.
Bayek is a Medjay, a protector and law enforcer from the Siwa Oasis. The game begins with him returning to the region, and his connection to Siwa remains central even as his investigation takes him across Ptolemaic Egypt.
The setting is the first century BCE, during the reign of Cleopatra and the political struggle involving Ptolemy XIII. Bayek's personal search gradually becomes part of the historical roots of the Hidden Ones, the organization that later develops into the Assassin Brotherhood.
Siwa is sometimes confused with Alexandria because Alexandria is one of the game's largest and most recognizable cities. They are distinct places: Siwa is a remote oasis in western Egypt, while Alexandria is a Mediterranean port and major intellectual center.