There are 2 types of player nations in Rival Regions: original (shown in green colour) and a displayed nation.
Original nation provides bonuses in wars and at work.
Displayed nation serves only for a roleplay and can be changed at any time.
From the start your original nation was detected based on your IP address. That system can sometimes make mistakes, or you can simply live in another country.
You can change your original nation. You can do it once at any time. You can also change it at special days, usually once a month (you will see an announcement in articles).