This puzzle was created for EnigMarch, which challenges constructors to build a puzzle every day in March, based on single-word prompts. For more background, visit enigmarch.com.
I received a couple of letters from each of these countries. Might be some kind of code.
Start in … and go north
Start in the southeast corner of … and go south
Start in … and go south
Start in the northernmost part of … and go east, then go east again