The pod blasts off into the sky, and breaking the cloud cover gives you an incredible view of the floating city of Columbia—much like our first glimpse of Rapture in the original BioShock. Right away some billboards introduce the character Father Comstock—he's important—and the concept of Columbia being a "New Eden." Shit gets real religious, people.
Especially since the next destination is a church, called the Welcome Center. Its floors are covered in ankle-deep water, creating strange reflections and echoes. When Booker asks a robed man, the first person he meets in Columbia, where they are, the man replies, "Heaven, friend. Or as close as we'll see until judgment day."
The Welcome Center is populated by dozens of robed, chanting men. Even though they're clearly celebrating something, it's extremely creepy, and more than a little cult-like. Here you're also introduced to the "seed of the prophet." You'll realize eventually that the prophet is Comstock, Columbia's leader, and the seed is Elizabeth, his daughter.