How do I correctly set up drop shipping settings for global delivery?

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I don't think I have my shipping settings right, and I would really appreciate it if someone could tell me how I need to have it set up.

First, I won't even be actually shipping any products. I'm doing the drop shipping method, and I've only been using Oberlo.

Second, I'm located in the United States, I would like to ship all over the world. Is there anything I need to do to set that up?

And third, I sold my first product today. The product came from Oberlo, which showed it was actually coming from a store on AliExpress. They have not shipped the product yet, but my customer received a random tracking number for a package on her USPS account from Shopify. It also said the package is going to arrive monday, but AliExpress says it will be about 30 days before it delivers.

Please help.