Why did the movement to regulate and exclude immigrants begin in California?

Because the largest population of Immigrants is located on California (more than 20 %)

California is the states that is the easiest to access by immigrants from the sea.

If you ever hear "My family came to this country from a boat, it most likely they came through California"

One of the main reasons was that there were a lot of people in California who did emigrate there in the years before this movement took hold. Moreover, they were also causing trouble to the local populace. All of these things had a negative impact on the general idea about imigrants.