The starting location of your Bear is determined by the network you're connecting to. If your Bear is located in the wrong location or country, it's possible that the network you're connecting from, or the IP address more specifically, is listed as being in a different location from where you are physically. Your Bear would use this information to determine your starting point, so it might not be exactly where you're actually located. This will not impact your ability to get connected to TunnelBear.
Bear in the Bearmuda Triangle: Android
To confirm that you're connected properly, select the tunnel you wish to connect to and check your IP address here. If the location on the site matches the location selected in the app, you're connected properly.