'Canada' is also written with a c. If it's a distant country it usually retains the spelling from that country.
People from Canada are called "kanadiere" and people from Mexico are called "meksikanere", however.
That is tripping me up with the spelling changing for the nationalities, but not the countries themselves.
C, Q, W, X, Z are uncommon letters only found in loanwords, proper nouns and proper names. Nationalities aren't proper nouns in Norwegian, and are written with a lower cased first letter.
Could someone explain why there's no word for "the" in Norwegian? I know about implied indefinite articles but don't think I've come across implied definite articles elsewhere in this course.
There's no article implied. The name of the country is just USA in Norwegian. It's not like English where the USA is short for the United States of America.