Load your game from the main menu. You should see Ajay in Banapur with the first two missions marked “Completed” in the Logbook. If you spawn in the palace or during the helicopter crash, you’ve installed the wrong save or placed it in the wrong slot.
C:\Program Files (x86)\Ubisoft\Ubisoft Game Launcher\savegames\ \4311 (or folder 856 ) far cry 4 save game after first mission