Kindly read the sticky threads at the top of this forum.
Yes, you must begin and end the trip in the country where you bought and paid for the ticket. If you want to pay the price listed for country X the transaction must be completed in X. If you send a credit card no. or wire money to a TA in Britain, wanting the British price, your trip mustl originate in Britain. If you want the British TA to sell you a ticket in which travel begins in the US (or France or Slobovia) they can do so but you will pay the US/French/Slobovian price.
You must leave X on your first international flight. Once you return to X, you can't leave again. This is vexing for UK originating trips, since all roads pass through London for connecting flights, and the first time you set paw on pavement in the UK after leaving, game over.