Group Geography Lesson?

In a song entitled "Creepshow" the Estonian singer, Kerli, references the fact that she is:

"from a land called Secret, Estonia" and that "nobody knows where it's at."

At which point, Laila Jean says very confidently, and a little smugly:

"I know where Estonia is. It's by Russia...."

And then not as confidently nor smugly:

"I think."