Does it matter which country I am in to pursue this dive?
Here, the answer is… it depends.  
It depends whether the program you seek is offered at a school in your country, and since many programs are now offered online, also whether your program is offered online, and whether you have a consistent enough internet connection to regularly be able to check in.
By and large, it shouldn’t matter, but if you want to study aerospace engineering, it’s possible that you won’t find such a course of study in rural or more remote countries.
Again, research will help you determine if the program you want is available in your country.