What i have heard is that you start in a place like Bangalore or Pune where there is already a community and infrastructure around startups. And that it is just way harder to do it in other places (i am assuming this mainly pertains to attracting talent).
if you don't have a location preference, of course Bangalore makes a perfect choice. Can find good incubation facilities and loads of advisers which are key. Also good access to Angels and VCs makes it easy to raise seed funding