Howdy Hilary,
I would love to help you with this.
If I am looking for a particular course in my country should I list all the events from everywhere in one long list or country specific?
Have you checked out the Filter Bar ? It sounds like it might help you here. It allows your users to narrow down which events they are interested, which is particularly useful if you have a lot of events available.
If I am looking for a course in the USA and I am in the USA should we have the world map to chose from first?
The Pro plugin does have the Map View, which shows a map with pins for each event matching the search results. The user can even type in their location and see all events within 200 miles of that location. This is further refineable using the Filter Bar, which allows them to set the radius of their search area.
Does that answer your questions?
Cheers!
– Brook