The link on the GDELT site to the full table of FeatureID locations (the most local geography for GDELT) has the "location" in one row with comma separated values. There are also a number of NA cells that can create issues.
I have cleaned the table (removed NAs), split out the "location" column into "location" = name of the local place, "prov" = ~province level administrative area, "country" = the country. This will make it easier to lookup or reference when using for applications or map making.
These are a couple of examples of what the ~395,000 locations like when mapped. I used Leaflet in R with a cluster function. It is easier to load and work with than plotting all the points. It can be easily subset by country or any other element. As you zoom, the clusters break apart until you see individual blue markers. Hovering on them tells you the name of the location. I'll try and get it added here via a Shiny App soon.
