There was no single location that the colonies of Magna Graecia came from. They mostly came from what is called 'mainland Greece', yet this does not mean that they were all from a single region. Greece was divided into numerous regions based upon ethnic groups, political groups, and geographical boundaries.
The oldest Greek settlement in Italy is Pithekoussai, a small island at the northern end of the Bay of Naples founded in the mid-late 8th century. It is traditionally held to have been a Euboean foundation from the cities of Chalkis and Eretria. However, it is unlikely that it was a colonisation effort as it does not display the typical characteristics associated with a colony, e.g. an oikist (founder). Instead it was likely to have been a trading outpost that grew slowly over time.
Pithekoussai is not the norm for settlements in Italy. Most colonies recorded their mother city, and some maintained a close relationship with them. The most prolific colonisers of the south of Italy (not including Sicily) were the Achaians and the Locrians, both distinct ethnic groups rather than polis-states. Polis-states that sent out colonists include Chalkis and Athens, and Sparta's only colony was situated in the region (Taras). Colonies in Magna Graecia also founded colonies in the region, e.g. Neapolis (Naples) was founded by Cyme (itself a foundation of Pithekoussai), and Poseidonia was founded by Sybaris, and these could have very complex relationships with their mother city (the Peloponnesian Wars were started because of a colony-metropolis relationship).
I hope this answers your question sufficiently.
Select Bibliography:
Boardman, J. (1999) The Greeks Overseas: Their Early Colonies and Trade (London).
Hansen, M. H. and Nielsen, T. H. (2004) An Inventory of Archaic and Classical Poleis (Oxford).
Osborne, R. (1998) ‘Early Greek colonisation? The nature of Greek settlement in the West’ in N.R.E. Fisher & H. van Wees (eds.) Archaic Greece: New Evidence and New Approaches (London & Swansea), pp. 251-70.
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