The Moravians — Protestants who believe in personal piety and fled Central Europe because of religious persecution — came to the New World as missionaries. They built the First House — a 30-by-21-foot, two-story structure made from hand-hewn logs — for shelter as they worked to build a stone house for an English preacher. George Whitefield, who helped found Methodism, invited the Moravians there to build a school for orphans of slaves.