By combining Monte Carlo simulations and analytical models, we demonstrate and explain how the gas-to-liquid phase transition of colloidal systems confined to a spherical surface depends on the curvature and size of the surface, and on the choice of thermodynamic ensemble. We find that the geometry of the surface affects the shape of the free energy profile and the size of the critical nucleus by altering the perimeter-area ratio of isotropic clusters. Confinement to a smaller spherical surface results in both a lower nucleation barrier and a smaller critical nucleus size. Furthermore, the liquid domain does not grow indefinitely on a sphere. Saturation of the liquid density in the grand canonical ensemble and the depletion of the gas phase in the canonical ensemble lead to a minimum in the free energy profile, with a sharp increase in free energy for additional growth beyond this minimum.