Bayek begins Assassin's Creed Origins in Siwa, an oasis settlement in Egypt. The game opens with Bayek returning to this region, where he serves as a Medjay and pursues enemies connected to a conspiracy.
Assassin's Creed Origins was released in 2017 and is set mainly in Ptolemaic Egypt during the first century BCE. Bayek's investigation eventually expands beyond Siwa to cities, villages, deserts, and waterways across the country.
Siwa is a real oasis in western Egypt, near the Libyan border, and is historically associated with the Temple of Amun and its oracle. Alexandria, Memphis, and Cyrene are also important ancient-world locations, but they are separate places. The game's opening location is therefore Siwa, not the more famous Mediterranean city of Alexandria.