By default, the country where most of your traffic come from, appears at the top of your site listing page at Alexa.com. For example, if you have most visitors from Nigeria, your Alexa site listing page will display your site Alexa Global Rank as well as the Alexa rank of your site in Nigeria.
If you prefer another country flag and rank to appear at the top of your Alexa site listing page, you can easily change it by editing your listing.
How To Get Started
==> Sign in to Alexa.com (You can sign in with your Facebook account).
==> Go to http://www.alexa.com/siteowners/tools
==> Click on "edit your site"
==> Enter your site url in the box and click the "edit your listing" button
==> You will see a drop down box below "Alexa Traffic Rank in Country"
==> Change your country in the drop down box and click SAVE CHANGES.
The flag of the country selected and the Alexa rank of your site in the selected country will now be displayed on your site listing page at Alexa.
I hope it works for you.
If you own a Blogger blog and yet to get it listed at Alexa, you can read "How to add Blogger/Blogspot blog to Alexa".