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I sometimes find that it works better to buy a builder, rather than try to use production to generate one. Use the builder to build mines or lumber mills and that city starts getting much more productive. The only reason to hold on to gold in the beginning is to buy units... And builders are units!
- It's small. That city starts at 1 population (unless you're playing a later-era start) while your capital has grown a bit by then.
- Its terrain is worse than the capital. The standard map generation routine ensures starting locations have a certain level of "fertility"; the same service is not provided to additional cities.
- It doesn't have a Palace. The Palace provides free yields including 2 production; you don't get that in your other cities. Plus even more if you have envoys with city-states; every military (red) city-state that you have an envoy with is +1 to production when building units in the Palace city.
- It doesn't have a Palace. The Palace also provides 2 amenities; without that, the next city you found starts with -1 happiness and takes -10% to yields because of it. Unless you've hooked up a luxury, of course.
As you grow and develop your empire, your new cities will eventually approach your capital in production. But they're unlikely to exceed it, because the capital has a head start and will get plenty of development attention of its own.
- You typically start in a favorable location, so your capital will have good terrain.
- Your capital will have grown before you can settle a second city, giving it more yields.
- Your capital also gets bonuses just from being the capital (more specifically from the Palace).
New cities require investment before they become profitable. You can either found them early and let them chug along at a snail's pace growing their population and building important infrastructure like a Monument, Granary, or Water Wheel, or you can build up the cash to just outright buy these buildings immediately to jumpstart the city's growth.