Monty Python and the Holy Grail

In 932 A.D., King Arthur, along with his squire, Patsy, is travelling throughout England searching for men to join his Knights of the Round Table. Arthur's first stop is at a castle where the guards ask how Arthur found the coconut halves Patsy has been using to simulate the sound of horses galloping. Arthur leaves after his encounter turns into a discussion about African and European swallows. Arthur later encounters the Black Knight, who will not let Arthur and Patsy pass. A sword fight breaks out with Arthur gaining the upper hand, but the Black Knight continues to fight despite having all his arms and legs cut off. With all four of the Black Knight's limbs gone, the battle is declared a draw as Arthur and Patsy continue onward.
The villagers of a small town come to Sir Bedevere the Wise, claiming that they have captured a witch. Bedevere puts the woman through a test, where she is revealed to be a witch because she weighs the same as a duck. Arthur knights Bedevere as a member of his Round Table, and is joined by Sir Lancelot the Brave, Sir Galahad the Pure, and Sir Robin the Not-Quite-So-Brave-As-Sir-Lancelot. The knights reach Camelot, but following a song-and-dance cutaway, Arthur decides not to enter, because "'tis a silly place". The group soon encounters God (shown as a cutout animation of British cricketer W. G. Grace), who instructs them to seek the Holy Grail.
Their first stop is a French-controlled castle. One of the castle soldiers with an "outrageous" French accent tells the knights that they already have a grail, then proceeds to taunt the knights with ridiculous insults (i.e., "I fart in your general direction! Your mother was a hamster, and your father smelt of elderberries!"). After a failed invasion of the castle with the French soldiers throwing animals at them, the knights try sneaking into the castle in a Trojan Rabbit â but the plan goes awry when they forget to hide inside it first. The rabbit is catapulted back at them and lands on one of the knights' servants. Arthur decides the group should split up to seek the grail. A modern-day historian serves as an on-camera documentary presenter, describing the Arthurian legends. He is abruptly killed by an unknown knight on horseback, triggering a police investigation.
Each of the knights encounters various perils on his quest. Arthur and Bedevere attempt to satisfy the strange requests of the dreaded Knights who say Ni. Sir Robin narrowly avoids a fight with the Three-Headed Giant by running away while the heads are arguing, causing embarrassment as his minstrel sings "Brave Sir Robin ran away". Sir Galahad is led by a grail-shaped beacon to Castle Anthrax, populated by women who wish to perform sexual favours for him â but he is rescued by Lancelot from the "perilous situation", somewhat against his will. Sir Lancelot then finds a note tied to an arrow, and after reading it assaults a wedding party at Swamp Castle. Believing them to be holding a lady against her will, he discovers that an effeminate prince sent the note.
The knights regroup and are joined by Sirs Gawain, Ector, and Bors, and a group of monks led by Brother Maynard. They encounter Tim the Enchanter, who points them to caves where the location of the grail is written on the walls. To enter the caves, the group must defeat the Rabbit of Caerbannog. After the rabbit kills Gawain, Ector and Bors during a failed attack, Brother Maynard provides the Holy Hand Grenade of Antioch, which Arthur uses to kill the rabbit. The knights then enter the cave and find an inscription carved into the wall written by Joseph of Arimathea, which states that the Grail can be found in the "Castle of Aaaaargh". But the group is attacked by the Legendary Black Beast of Aaaaarrrrrrggghhh, which devours Brother Maynard. Arthur and his knights barely escape when the beast's animator suffers a fatal heart attack, causing the beast to disappear.
With their final destination known, the group travels to the Bridge of Death, where each knight is forced to answer three questions by the bridge-keeper before he may cross the Gorge of Eternal Peril. Lancelot easily answers his questions and crosses the bridge. Robin is confounded by difficult questions while Galahad gives a wrong answer to an easy question, and both are thrown into the chasm. Arthur answers the bridge-keeper's question with another question, and the bridge-keeper is thrown into the chasm himself for not knowing the answer.
Lancelot becomes separated from Arthur and Bedevere, and is later shown being arrested by the police who were investigating the historian's murder. Arthur and Bedevere travel to the Castle Aaargh, which they find occupied by the same French forces that insulted and drove them off earlier. The knights amass a large army and prepare to storm the castle, but just as they begin to charge, the modern police arrive on the scene. Arthur and Bedevere are arrested, and one of the officers covers the lens with his hand. The film breaks in the projector and runs out of the gate, putting an abrupt end to the film.

Question: Where is Arthur's first stop?
Answer: castle