So currently when your first Great Prophet is made, it is created in whatever city is generating the most faith income at the time. There have been debates in the past as to whether it should instead simply go start in the capital. Having thought about it for a while, my stance is.... it should go into the capital no matter what. These are my reasons: 1) There are several religious policies that really synergize with your best city (aka capital in 99% of cases at this point of the game). Its a big loss to lose that synergy. This is especially true for Tradition play. 2) Sometimes you can game the faith income to put the GP where you want it, but that is not always an option. 3) Even if you don't want the holy city in your capital, the city that has the most faith output is not necessarily the city you want it in either. The capital tends to be the central city of most configurations, so by dropping it in the capital, a person can generally move the GP more easily to where they want it. 4) The player still has the option to move the GP, its just that in the vast majority of cases, the GP is now where they actually want it to be.