In which stage of mitosis does the formation of the cleavage furrow begin?

The formation of the cleavage furrow begins during the telophase stage of mitosis. During telophase, the chromosomes, which have been separated and pulled to opposite poles in anaphase, begin to de-condense back into chromatin. The nuclear envelope re-forms around each set of chromosomes, and it is at this stage that the cleavage furrow starts to develop. This furrow is an indentation of the cell membrane that marks the spot where the cytoplasm will eventually divide, leading to cytokinesis.

In summary, while the cleavage furrow marks the division of the cytoplasm, its initiation occurs in telophase when cell division is getting ready to complete, aligning with the cellular structures' preparation for the final separation of the daughter cells.