Possible Clues:

• Yalta peninsula
• First offence, perhaps, in old war zone
• Where the sea is black, there was a war
• Yalta locale
• Light Brigade's charge location
• Simferopol is its capital
• Area of Ukraine
• Coming from Mercia to the peninsula
• 'The Charge of the Light Brigade' war zone
• It's not legal to go to a place on the Black Sea