What is the most common first initial for cities?

Either S or N (south or north), put potentially E and W (East and West) as well.

In California it would be “S” for all the Spanish saints’ names.

I noticed that many, many city names end in “a”.

@RocketGuy, many states too: 20 out of 50 (40%) of US states. Also 3 out of 10 Canadian provinces. Very many names of countries as well. Have you noticed that in fiction, the made-up names of countries typically end in ‘a’ also?