Through which of the following lymphatic system components does the lymph circulation begin?

At the arterial end, blood cells other than RBCs and platelets from the blood plasma pass through the capillary wall and enter the lymphatic capillaries (the smallest type of lymph vessels) as lymphatic fluid. 

Thus, lymphatic circulation begins at the lymphatic capillaries that lie close to the blood capillaries. 

Lymphatic capillaries are thin-walled and composed of a single layer of endothelial cells. These control the interstitial fluid pressure by draining lymph from the tissues.