What makes it difficult is that the world map is just a gray blob, so you have to know exactly where each country goes, and all you have to go on is the shape of the country and the "country code top-level domain" (ccTLD).
You can get hints, and if you're wrong (which I usually am), it will show you where the country goes. Needless to say, I needed a lot of help :)
By the way, I had no idea what a ccTLD was, and it sounds quite nerdy and technical, though necessary:
A country code top-level domain (ccTLD) is an Internet top-level domain generally used or reserved for a country or a dependent territory.
ccTLD identifiers are two letters long, and all two-letter top-level domains are ccTLDs. Creation and delegation of ccTLDs is performed by the Internet Assigned Numbers Authority (IANA), and with certain exceptions noted below corresponds to the ISO 3166-1 alpha-2 country codes maintained by the ISO 3166 Maintenance Agency.