New player could use some help with specifics

[Marquis de Said]

So then what would be the ideal place for a cathedral, since it is generating income?

Income-wise, it makes no difference at all. A Cathedral always generates 50 gold per turn. But it does enable you to build other buildings such as Military Academy, so I would recommend building it in a fairly peaceful province, since the cathedral itself takes 16 turns to build. Losing it after 13-14 turns of building isn't fun