Some people like going out. I like it myself, but I am most comfortable in my locus of control. I like my house. I can’t play rock ‘n’ roll to enthusiastic audiences in my house, but I can play role-playing games there.
I’m lucky enough to have a semi finished basement with lots of room. I have tables and chairs and everything I might need to run a game right there in relative comfort. This is where I would host a first session.
Now considering that my answer for day number one was that my daughter would be the person I would introduced to role-playing games, this means that she should have some friends play with her. However, a lot of them are not local. While this is disappointing, technology has provided a way.
I remember running a game for a group of people that I used to play in a play by post game with. I found it kind of entertaining at the husband and wife were on separate devices in the same house. At the time I ran it on Google hangouts. ~ I can see a similar situation happening with my daughter and I in separate areas of the house with her friends on Zoom as I run a game session for all of them.
So the final answer? At my house, online, or a combination!
Notice how I am always at my house. 😉