Ares attacks Athens in the original God of War.
The game opens with Athens under assault by Ares and his forces. Athena sends Kratos on a mission to stop the god of war, promising to forgive his past service if he can defeat the invading deity.
Kratos travels through the city and surrounding mythological locations while seeking Pandora's Box, the weapon needed to challenge Ares. Athens gives the opening chapters a clear objective and establishes the conflict between Kratos and his former master.
Sparta is a tempting answer because Kratos is a Spartan and much of his backstory is tied to that city-state. However, the first game's main urban battlefield is Athens, not Sparta.