Hey Christina,
I myself am new to REI and biggerpockets as well and feel that I too still struggle with answers to your question. Despite learning some very helpful information.
"Where in the world, or country, to start investing.."
I want to share what my reading and studying has revealed. What I haven't heard being said here yet but would like to start the conversation. The direction was to perform research on local markets and gather it on 2 levels. Level 1 research was described as gathering market indicators through current events. Of which one major market indicator being employment. This should help to pin point a general location. Level 2 research was described as doing a number of research efforts at the local level and reaching out to a local property manager was suggested in helping gather necessary information. So as I write this process again for the second time I am realizing that my struggle would be identifying good sources for market indicators and assessing the indicators to the point that they would influence my decision. I hope this will assist you in your pursuit and also initiate some helpful conversation around this topic.