I don't know where to begin 是对的,不能用begin with,如果用begin with 句子就要改成 I don't know what to begin with.
比如：I don't know where to go,你不能说 I don't know where to go to.,但是可以说I don't know what place to go to.
介词后面必须要有名词或不定代词!
这句话是对的,是where 引导的宾语从句!