Set the default country on the checkout in Woocommerce 3.0+

wc-change-default-billing-country.php

add_filter('default_checkout_billing_country', 'change_default_checkout_country');
function change_default_checkout_country($county_code) {
    return empty($county_code) ? 'XX' : $county_code ; // 'XX' is the default country code if there is no country code passed on to the filter (if user has saved billing country).
}