I've not named my "country" yet. I've named the principle characters, but I'm not happy with the names. I need to fine tune the story line, then do some research.
Unfortunately once I name a character, the name sticks. It's too bad because it means I have a lot of lame names, and a lot of names that always have to go together...
I did my research last winter, wrote up a long history and such for my country, did a map, all that stuff. Hopefully it's enough. Currently I'm at just over 50,000 words.