Mexico Isn’t Actually Called Mexico
There are 195 nations in the world, so don't feel bad if you can't name them all. However, if you have any geography knowledge, you probably feel sure that you can name a substantial number of them. But if you're from North America, you must be able to list every nation there. Only three are present.
Mexico is not the name of Mexico, despite what the majority of people believe. Mexico won its independence from Spain in 1821, and the United Mexican States became its official name in 1824. So why is it called Mexico by people? Mostly, due to the age of its name. Before the Spanish even considered crossing the ocean in the Valley of Mexico, the Aztec people were in fact known as the Mexica people. The formal name of the country is still Estados Unidos Mexicanos, despite previous attempts to change it to Mexico.