Muwatta Malik, Book 20, Hadith 127 (USC-MSA)

Yahya related to me from Malik from Jafar ibn Muhammad ibn AIi from his father that Jabir ibn Abdullah said, "I heard the Messenger of Allah, may Allah bless him and grant him peace, say as he left the mosque, intending to go to Safa, 'We begin with that with which Allah began,' and he began with Safa."

حَدَّثَنِي يَحْيَى، عَنْ مَالِكٍ، عَنْ جَعْفَرِ بْنِ مُحَمَّدِ بْنِ عَلِيٍّ، عَنْ أَبِيهِ، عَنْ جَابِرِ بْنِ عَبْدِ اللَّهِ، أَنَّهُ قَالَ سَمِعْتُ رَسُولَ اللَّهِ صلى الله عليه وسلم يَقُولُ حِينَ خَرَجَ مِنَ الْمَسْجِدِ وَهُوَ يُرِيدُ الصَّفَا وَهُوَ يَقُولُ ‏ "‏ نَبْدَأُ بِمَا بَدَأَ اللَّهُ بِهِ ‏" ‏ ‏.‏ فَبَدَأَ بِالصَّفَا ‏.‏

sunnah.com

also referenced under: Book 20, Hadith 830 (In-Book)