In the past, this would have caused me to do one of a short list of things: dig up a bunch of maps, buy a book. Currently, the major options were find something to learn geography online and buy a puzzle (like the ubiquitous United States puzzles, but for other parts of the world). Globes were out of the question, because they are unwieldy objects that date incredibly quickly and don't store well.
After looking at some multiple-guess quizzes, I decided I really wanted something visual and, well, mappy. Somehow, google led me to http://www.ilike2learn.com/, which has an unfortunate name, but some really great geography quizzes. Programmed learning in a robust and free form. Yay!
Step 1 was Europe, because, as I noted, there was that Turkey/Hungary error, which still seems unbelievably inexcusable. I don't recall any geography classes in school, altho I had a history teacher who was big on maps and map tests. That was for a world history class, but world history suffers from all the canon/conservative pedagogy problems and furthermore, I graduated high school in 1987 so you can just imagine what that was like (basically, if it was on the other side of the Iron Curtain, in some important sense, it was homogenous, communist and the backstory not worth learning because look what it led to).
Step 2 was the Middle East because, again, that whole confusion about Turkey.
Step 3 was to return to both and run through the capitals.
And now I'm nibbling away at Africa. Which is really hard, because I have so little framework to hook anything onto in Africa, but maybe this will help with that particular bootstrapping problem.
Lots of fun; check it out. It isn't just political geography (or whatever you call borders); there's also physical geography quizzes (mountains and lakes and rivers and such).