At a guess a minor city in the North East of Ukraine, or one in Europe away from fall-out ending up over Russia. The latter would not be worth thinking about any further, you can kiss the world goodbye in that case.
The 'lets start with a small nuke' aka tit-for-tat scenario has been wargamed literally to death: it ends with total annihilation.
That will have the exact same effect. Why do you think Kyiv is still standing relatively unopposed? It's not as if Russia lacks bombers. But Putin knows very well that if they are moving for a Grozny scenario that the West will have to react, initially probably by wiping out the invaders in the hope that that will put an end to this but it may well escalate from there.
The 'lets start with a small nuke' aka tit-for-tat scenario has been wargamed literally to death: it ends with total annihilation.