Sayyiduna Jabir bin Abdullah al-Sulami (may Allah be pleased with them both) said: When the Prophet (peace and blessings be upon him) came out of the mosque heading towards Safa, I heard him (peace and blessings be upon him) say: "Nabda'u bima bada'a Allahu bihi" (We will begin with what Allah began with). And he (peace and blessings be upon him) began with Safa.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 9334