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.
There is a misconception that 'life' started with some sort of instant jump from dead random chemicals to a basic, single-celled organism in the blink of an eye. This is so very, very mistaken.
The first 'life' was not really alive. It was just basic, self-replicating, organic chemistry. RNA is often cited as a possible candidate for the sarting chemical. From this starting point, there were hundreds of millions of years of evolution that involved the development of gradually more complex chemical structures, so basic that they aren't really 'alive'. Modern viruses are advanced examples of such self-replicating chemical systems. There is debate about whether viruses are 'alive' or not. They are borderline, grey area, proto-life systems.
Where did the start of life take place? We'll never know for sure. We're talking about a few tiny molecules which existed three thousand millions years ago.