The above posts are correct. Scientists differ even as to what their definition of life is, so they certainly don't know where it actually began. In fact, they don't necessarily agree on what the first life form was. Whatever it was, it was very simple, but complex enough to replicate itself, and it probably began in the water, though it is possible that it occurred in the atmosphere. 

The only proper answer to this would be "in the water."  We do not know exactly when life began.  It began so long ago that it would be pointless to try to give a geographical location because the continents have moved so much.  But we are pretty sure it began in the water.

There is no one definitive and correct answer to this question. We really don't know exactly where the conditions all came together in the right proportions and temperatures and elements to allow for the origin of self-sustaining life forms.