Rules:
1) Countries only. None of this dependent territories crap.
2) The unerring and unquestionable authority on this is Wikipedia.
3) Where at all possible, try to learn some kind of funny fact about the country/capital in question2.
4) Use your new found powers for good, not evil.
I'm as far as Andorra. Capital city: Andorra la vella. This is going to be well easy.
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1. Failing that, if you ever need to be diagnosed as being autistic, this is a sure fire way.
2. For example, Astana (Capital of Kazakhstan) literally translates as "Capital City". Most people would tell you the capital city of Kazakhstan is Almaty, but they'd be wrong. It used to be, but they changed it to purpose built Astana. Probably because Almaty means something ridiculous about apples. ('Father apple', or 'The apple that provides for us'.)