Where did feudalism start in Europe?

This depends on the definition of feudalism. If feudalism is regarded is identical to manorialism, then it started in the places that had been parts of the West Roman Empire, when that empire fell, at the start of the middle ages. Another view of feudalism is that it is a medieval system for the control of relatively large countries with weak central governments, and by this definition, it started about four hundred years after the fall of the West Roman Empire, in France and the Holy Roman Empire with the division of the Carolingian empire.