My question would be why are you trying to change it?

If it's just because you want to see what the starting MSQ is like in another city state, create a new character and play through it. It only takes a few hours. You'll never have access to another city-state's starting experience through NG+ because NG+ is replaying your character's journey based on what's completed in your Journal. Your character never completed the quests of the other city-states.

If you're concerned about your character's backstory, your starting city is where you first became an adventurer. It's not necessarily your character's home town. You're even asked in the starting cutscene "Is this your first visit to [city-state]?" and you get to choose Yes or No. Your character could have started from anywhere and received training in various jobs in other places before you decided to journey to Eorzean and join some of the guilds there to get their official training (even if it was pain in the butt because they made you start from scratch like a total novice).