Enigeo is a great way to learn countries

http://www.enigeo.org/en/

Enigeo is a great way to learn countries, capitals and flags around the world in a fun way. You can either answer questions about the countries in a highly customizable quiz or you can just explore the world and learn about different countries.

Features:

Two modes: quiz mode and explorer mode
Including capitals and flags of all countries
Highly customizable quiz
You can choose between different types of questions
Possible limitation to continents
Possible limitation by country area or population
Detailed quiz statistics and highscores
6 languages: 
100% Free
The types of questions include the following data:

Name of the country
Capital of the country
Position on the map
Flag of the country