Where did Christianity first begun?

Jesus Christ is the founder of Christianity, so it began with him. He was born in Bethlehem of Judea in Israel.

The coming of Jesus Christ as the Messiah who would save the world from their sins was first told by God himself when Adam and Eve first sinned in the Garden of Eden.

Christians were first called "Christians" in Antioch, but Antioch wasn't the the place where Christianity first began. It was already well under way.