Beginning of the Wahy[1]:
When the Prophet ﷺ reached approximately 40 years old, he used to go cave Hira[2] and worship Allah as per the the religion of Ibrahim u. Hira cave was located two miles away from Makah. In Ramadan, he took special care to spend his time in the cave. It is reported that he went to Hira and worshipped there for three years. The first Wahy was revealed in cave Hira.
In a long narration, we can see the explanation of Aisha t about the first revelation.
Bukhari says:
The commencement of the Divine Inspiration to Allah’s Messenger was in the form of good righteous (true) dreams in his sleep. He never had a dream but that it came true like bright daylight. He used to go in seclusion (the cave of) Hira where he used to worship (Allah Alone) continuously for many (days) nights. He used to take with him the journey food for that (stay) and then come back to (his wife) Khadija to take his food like-wise again for another period to stay. One day, suddenly the Truth descended upon him while he was in the cave of Hira.
Bukhari[3] continues:
The angel Jibreel came down and said to the Prophet ﷺ:
اقْرَأْ
“Read”
The Prophet ﷺ replied,
مَا أَنَا بِقَارِئٍ
“I do not know how to read.”
The Prophet ﷺ added
فَأَخَذَنِي فَغَطَّنِي حَتَّى بَلَغَ مِنِّي الْجَهْدَ، ثُمَّ أَرْسَلَنِي
The angel caught me (forcefully) and pressed me so hard that I could not bear it anymore. He then released me
Jibreel caught him three times. After releasing him Jibreel told:
اقْرَأْ بِاسْمِ رَبِّكَ الَّذِي خَلَقَ} خَلَقَ الْإِنسَانَ مِنْ عَلَقٍ} اقْرَأْ وَرَبُّكَ الْأَكْرَمُ} الَّذِي عَلَّمَ بِالْقَلَمِ} عَلَّمَ الْإِنسَانَ مَا لَمْ يَعْلَمْ [4]
“Read: In the Name of your Lord, Who has created (all that exists). Has created man from a clot. Read and Your Lord is Most Generous. Who taught (the man) by the pen. Taught man that which he knew not.
Upon revealing the first Wahy, he was terrified. He went to Khadija and told:
زَمِّلُونِي
“Cover me! Cover me!”
[1] Wahy(الوحي) means revelation from Allah to the prophet.
[2] Hira (حراء) is cave in the mountain Jabal An Noor located three KM away from Makah.
[3] See this long narration Bukhari Hadith no. 4
[4] Quran chapter Iqra’ 96.15