I have a huge monitor and a tiny monitor in my setup. I made the huge monitor my #1 primary monitor. However, when Windows boots, the Windows Loading screen shows up on the tiny monitor but not the huge one. What determines which monitor shows the loading screen and can it be changed?

That is determined by your videocard/system
If you can, try swapping around the wires into the back of your PC

I can't because the small display is using DVI and the huge one is using HDMI. I can't find a setting in my nVidia Geforce control panel to change which one displays "Starting Windows" upon booting. Perhaps it's only settable in the bios?

well you might be out of luck then, (though you could always get a dvi, to hdmi adapter cable for 5$ on ebay)

A messy alternative that might work, is to disable the smaller monitor, before shutdown, and then re-enable it after startup.
For the most part this can be automated with enough effort.