"I'm from the States"

Everytime I tell someone I’m from the States, the conversation is always the same: Them: Oh, which one? Me: Colorado, do you know it? Them: I have been to New York once. Me: No, it’s kinda in the middle. Them: I have friends in LA. Me: That’s California, other side. Them: Thinking a bit Near Texas? Me: Yeah, that’s closer. From when I lived, to the top tip of Texas is about a 6 hour drive.