The treasure in One Piece is at the end of the Grand Line. But isn't that the same as the beginning?
No, there is a reason why they can't. 

Basically the New World is beyond the Red Line, but you cannot "walk" on it, or cross it. It's a huge continent, very tall that you cannot go through. You can't cross the Calm Belt either, unless you have some form of locomotion such as the Navy or Boa Hancock.

So the only way is to start from one of the Four Seas, then to go the Reverse Mountain and follow the Grand Line until you reach Raftel, which supposedly is where One Piece is located.