The pilgrims started this morning by going to Mena in order to spend there the first day so did Prophet Muhammad (peace and blessings be upon him). They’ll spend there one night and tomorrow morning, on Saturday, the ninth of Dhul-Hijja they will leave to Arafat in order to accomplish the greatest pillar of Hajj.
For more détails click here: http://www.go-makkah.com/english/news/001302/3-million-pilgrims-meet-at-mena-during-the-first-day-of-hajj.html