Give a stream of consciousness and then the final answer. Kefir or kephir (/ kfr / k-FEER), alternatively milk kefir or bulgaros, is a fermented milk drink that originated in the Caucasus Mountains made with kefir "grains", a yeast / bacterial fermentation starter. It is prepared by inoculating cow, goat, or sheep milk with kefir grains. Traditional kefir was made in goatskin bags that were hung near a doorway; the bag would be knocked by anyone passing through to help keep the milk and kefir grains well mixed.

Answer this question: where did the first kefir grains come from?
The relevant information is: Kefir or kephir (/ kfr / k-FEER), alternatively milk kefir or bulgaros, is a fermented milk drink that originated in the Caucasus Mountains made with kefir "grains", a yeast / bacterial fermentation starter.
So, the final answer is the Caucasus Mountains.