MySQL Difference between BEGIN and START TRANSACTION
The manual has this to say:

BEGIN and BEGIN WORK are supported as aliases of START TRANSACTION for initiating a transaction. START TRANSACTION is standard SQL syntax, is the recommended way to start an ad-hoc transaction, and permits modifiers that BEGIN does not.
The BEGIN statement differs from the use of the BEGIN keyword that starts a BEGIN ... END compound statement. The latter does not begin a transaction. See Section 13.6.1, “BEGIN ... END Compound Statement”.