By default WordPress plugin wp-statistics somehow doesn’t display countries names like in the example below:
In wp-statistics settings default Visitor IP is set to REMOTE_ADDR:
In Visitor IP page select checkbox Use Custom Header and add HTTP_X_CLIENT_IP value:
Additionally in Externals tab select checkboxes GeoIP collection and GeoIP City and click to update database:
Now Country names should be appeared once users visits your page:
Seriously this is a useful website.