From the Wikipedia entry about Otrera, the founder of the Amazons:
One day Otreta and her women rebelled and took over the entire town and eventually all the towns surrounding. Otrera would march into neighboring towns liberate the women then slaughter and enslave the men. Otrera decided to flee the country with her people and founded the capital city Sinope, there she trained her armies and gathered recruits, while gradually expanding her territory.
The only websites I can find that mention this seem to be copy-pasted from Wikipedia (or vice versa). I can't find any mention of this when researching Sinope itself (modern-day Sinop, Turkey), and various articles about the Amazons mention Sinope in a list of cities founded by the Amazons, but not as their original capital.
The article also references Percy Jackson for some of its other claims, so I'm doubting its veracity, but I was curious if maybe it's just drawn from some lesser-known source.