How does the "lock screen" show the weather for a city I've never visited?

That doesn’t mean Windows thinks you’ve visited that city. Weather can use an approximate location based on your internet connection or a saved weather location. A VPN or your internet provider’s routing can put that estimate in another city.

Open the weather card in Widgets and look for its location settings. Set your city manually rather than using automatic detection. Depending on your Windows version, the lock-screen card may open an MSN weather page with its own location setting—check that too.

If you prefer automatic location, check Settings > Privacy & security > Location on Windows 11, or Settings > Privacy > Location on Windows 10, and enable Location services.

Then reconnect to the internet and allow the weather card time to refresh. You don’t need to disable the lock screen or change your Microsoft account’s country.