Where does the sunrise first happen?

Answer 1

There is a circle all the way around the world called the "terminator"; the boundary of the sunlit day side of the Earth, and the shadowed night side of the Earth. As the Earth spins, places cross the terminator from darkness into light, and from light into darkness.

So there are sunrises happening at every moment of the day, and sunset also occurring every second.

Answer 2

The sunrise first happens on the eastern horizon. The exact location can vary depending on the time of year, but it is always in the east.