We start in this place but which place? (5)
I believe the answer is:
where
'which place?' is the definition.
(I've seen this in another clue)
'we start in this place' is the wordplay.
'start' means to remove the last letter (I've seen 'starts' mean this).
'in this place' becomes 'here' (synonyms).
'we' with its last letter taken away is 'w'.
'w'+'here'='WHERE'
'but' is the link.
(Other definitions for where that I've seen before include "In which position?" , "A question of place?" , "enquiry" , "At which point" , "a question of location" .)