Haven't done this yet, but if it's like states, where it just says "name them--go!", then you've gotta have a plan. You have to go continent to continent, north-to-south or west-to-east, because if you just cherry-pick what comes to mind first, you'll never do it.
Yeah, that's what I did. I went North America-South America-Oceania-Asia-Europe-Africa, just one continuous loop around the world.