Assassin's Creed Mirage begins in the fictional city of Anbar.
The game opens in Anbar, a settlement near Baghdad where Basim Ibn Ishaq lives as a street thief. After a theft goes wrong, Basim leaves Anbar and travels to the Hidden Ones' stronghold at Alamut. That journey begins his transformation from local thief into a trained Assassin.
Baghdad becomes Mirage's principal setting after Basim reaches the city. The game is set during the Islamic Golden Age in the ninth century, with historical Baghdad portrayed as a major center of scholarship, commerce, and political power. Anbar therefore matters chiefly as Basim's starting location rather than the game's main open-world city.
Masyaf and Constantinople are locations from earlier Assassin's Creed stories, while Baghdad is the best-known setting in Mirage. The question asks for the opening city, making Anbar the specific answer.