"We started at Tokyo." Is "at" correct ?
And if not, what if the start would have been in a province, would "at" have been correct ?
It might be correct, depending on the CONTEXT.
(Don't leave a space before a question mark.)
Rover
We started (our holiday) in Tokyo, and then moved on to ...
We started from Tokyo at 08.00, and reached ...
When we decided to open up in East Asia, we started with Tokyo, and then ...
Context is always important; labelling is rarely important.
. . . and those examples would apply to the name of a province, too.
Mind you, We started at Tokyo doesn't sound wrong to me, though I would use in.