Levgre,
In all games there is always one person who goes "first." Even if it's simultanious turns, the game applies the techs and wonder calculations based on who was first. You can see who is first, second, third, etc. in multiplayer games by looking at the pre-game player listing screen.*
You can see who goes first in SP custom games and SP custom scenarios in this screen, too.
You can see this in action for yourself by choosing the Custom Scenario, and choose the Earth 18 Civs. Then choose Roosevelt as your starting leader. Roosevelt is on the bottom and thusly is the last leader. Once in game, open up world builder and you will see that every other civilization has already founded their first city. Where as if you instead choose Hatshepsut you will see that no other civilization has founded its first city yet, since you are "first" to go.