Quickly answering the question posed in the title - everywhere. We often imagine the beginning of the Universe as an exploding sphere, from which stars were born and galaxies surrounding us today. In fact, the Big Bang has given rise not only to matter itself, but also to the space in which we currently find ourselves. In other words, the Big Bang happened exactly where you are now, just as anywhere else in the Universe.
The Big Bang occurred about 13.8 billion years ago. Before, there was no time, no space, and no matter. That is why we are not able to investigate what existed before him, because... nothing existed. Besides, identifying the "Big Bang" as an explosion is wrong because the process was to spread the space and not the expansion into the empty space. If the Big Bang occurred at a certain point in space, then we would expect the Milky Way to be one of many galaxies on the expanding crust of the galaxies, from the centre of the crust as a "blast" point. However, this is not being observed.
This tiny point of matter, which was the Big Bang, was not a point in the empty Universe. In fact, it was the whole Universe. As mentioned earlier, the Big Bang was not an explosion either, but a very hot state in the early Universe. At that time, the distances between objects were much shorter, while the Universe was homogeneous and isotropic. If somehow we could see it with our own eyes, we would see a homogeneous, balanced distribution of matter and energy around us. Besides, the small point was not the space in which it could expand, because the whole space was there.
The expansion of the Universe depends on the "expansion" of space itself, on the constant increase of the distance between galaxies, and not on the expansion in some empty space. Distances increase evenly in all directions, so it is impossible to determine the point from which the Universe began to expand. No matter where in the Universe we are. This point was the entire observable Universe - the Big Bang happened everywhere.
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Source: Ask an Astronomer