It could be the case that the first church was in Antioch, which
seems to be in modern day turkey.
It was Antioch that believers were first called Christians.
Or maybe it was Jerusalem, see the following verses.
Acts 11:19-26 NKJV
[19] Now those who were scattered after the persecution that
arose over Stephen traveled as far as Phoenicia, Cyprus, and Antioch,
preaching the word to no one but the Jews only.
[20] But some of them were men from Cyprus and Cyrene, who, when
they had come to Antioch, spoke to the Hellenists, preaching the
Lord Jesus. [21] And the hand of the Lord was with them, and a
great number believed and turned to the Lord.
[22] Then news of these things came to the ears of the church
in Jerusalem, and they sent out Barnabas to go as far as Antioch.
[23] When he came and had seen the grace of God, he was glad,
and encouraged them all that with purpose of heart they should
continue with the Lord. [24] For he was a good man, full of the
Holy Spirit and of faith. And a great many people were added to the Lord.
[25] Then Barnabas departed for Tarsus to seek Saul. [26] And when
he had found him, he brought him to Antioch. So it was that for a
whole year they assembled with the church and taught a great
many people. And the disciples were first called Christians in Antioch.