Where does the initial BFA quest start?

If you've already done the Battle for Lordaeron, then the first step will be visiting Magni in Silithus. The quest should pop up globally in the game no matter what zone you're in. If not then leaving and reentering a zone should trigger it.

If you haven't done the Battle for Lordaeron yet, then you'll report to your capital city for the assault on/defense of Lordaeron.