The place where players begin their journey through One Leaves is informally called the Opening. It's where you first meet the narrator, a voice that guides you through the maze.
A sort of cage that holds all four players, it is the place where you learn from both the narrator and fire-emblazoned wall art that of every four people who play the game, "only one leaves".
Technically, it's a location at the school, though this isn't obvious in the first few moments of gameplay.