Outside Jeuno. You can't actually access Jeuno in the past, it's sealed. There's three maws near Jeuno; one in Batallia, one in Rolanberry, and one in Sauromugue. Cavernous Maws are your transport between the past and present. The one in Sauromugue is up on the platform where Roc spawns, so it's hard to get to by yourself. For that reason, I suggest Batallia or Rolanberry.
Traveling through one of these for the first time will begin your WoTG adventure. After the cutscene, you will be spat out into one of the three zones at random in the past (Batallia, Rolanberry, or Sauro... not necessarily the one you entered in the present). Make note of which maw you come out of when you enter the past! This will be the only maw which is unlocked for you in the present. You must now travel to other maws in the past and access them in the past to unlock them in the present. You can only use maws in the present once you've used them at least once in the past. This is very important because if your first time through puts you in Sauromugue and you warp or teleport back to the present, your only way back into the past is now to travel through the banishing gates in Garlaige to get up onto Roc's platform in order to access that maw. If you end up in Sauromugue[S] (the "[S]" means Shadowrealm, which is the past) then I highly suggest unlocking the Rolanberry maw immediately so you can avoid that headache.
Check the Wiki for information on where the maws are located in each zone.
____________________________Pergatory (Asura, Kupo LS) WHM99 ~ SMN99 ~ DRK99 "If you want to know me, look inside your heart." -Lao Tzu