Where did the devotion to the Sacred Heart begin?

Answer 1

The Sacred Heart devotion, as we have it today, started in Paray-le-Monial, France.

from The Catholic Encyclopedia:

Historical foundations:

In approving the devotion to the Sacred Heart, the Church did not trust to the visions of St. Margaret Mary; she made abstraction of these and examined the worship in itself. Margaret Mary's visions could be false, but the devotion would not, on that account, be any less worthy or solid. However, the fact is that the devotion was propagated chiefly under the influence of the movement started at Paray-le-Monial; and prior to her beatification, Margaret Mary's visions were most critically examined by the Church, whose judgment in such cases does not involve her infallibility but implies only a human certainty sufficient to warrant consequent speech and action.