Simply saying Indiana seemed to bore people, so I'd elaborate by telling them I grew up a few miles from Santa Claus, which seemed to leave them thinking I was making up some sort of fantastic story, or lying to them. I had a few people come back to me (usually regulars from away pubs hubby played against in his pool league) and tell me they Googled it, and were surprised it not only existed, but is worth visiting.
I do have to agree with the fact most people lose interest if it isn't Florida, California, NYC or Vegas. It amazed me how many people asked me how close I was to one of those.
Oh god, I (partly) grew up in Vegas. Do I need to worry?
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Actually I am pretty used to it from talking to people in the US, and usually finish the statement with "it was a weird place to grow up". But my parents moved us across the continent four times, and the entire story is just way too complicated to explain (and no, we weren't in the military, and one of the moves was on the scale of 3,000 miles plus) at first pass. Typically I keep a lot of it to myself and just mention my "emotional" hometown, which is the one and same as a well-respected global brand for both golf and plumbing products
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"I am originally from X, but I was recently living in Y"
And if someone says something about having visited the States, but say CA or LV, then I may mention I lived there or near there or have friends there, etc.