Jason here from Shopify Support.
Great question. In most cases, you won't be able to select/edit the country shown in the checkout by default. Shopify uses 4 factors to determine which country shows first in the checkout.
If your store is at point 4, you can edit the default country by editing your available shipping destinations. Remember, it comes out in alphabetical order. This means depending on which shipping zones you have, the country that shows up is most likely going to be the one starts with A, B, or C (or whichever country assorted through the order).
I hope this information helps. However, should you have any questions, please don't hesitate to reply back here and I'd be happy to help out!
All the best,