Translation:I don't know how to start a conversation.
Is that English or Russian? I don't think I know what that means...
"Start/begin with a question" = Начните с вопроса (с + the genitive case is required for начать). С чего начать и чем закончить
Is this sentence the equivalent of "I don't know what to say" in English, or is it simply a confession of ineptitude in conversation.
Mikhail Gorbachev, the former president of the USSR, having grown up in the south of Russia where the local dialect is under a strong influence of Ukrainian language, used to stress the word начАть он the first syllable - нАчать. Misplacing the stress in that and some other words made him an object of jokes. In one particular joke the word нАчать was translated into English as "bEggin"
You are correct: the second syllable is the one that should get stressed. Unfortunately, I cannot get the slow audio in my browser. On the other hand, the regular audio I hear is passable.
Be aware though that some people stress the first syllable instead. I suspect some regional dialect is involved, but this is certainly looked down upon in places like St. Petersburg or Moscow.