Where are we?

My three year old son was very inquisitive today.  We had a nice dialogue that went a little like this:
Brenon: Where do we live?
Me: Knoxville
Brenon: Is Knoxville a city?
Me: Yes, it is a city
Brenon: Then what is Tennessee?
Me: Tennessee is the state, we live in Knoxville, Tennessee
Brenon: WE LIVE IN TENNESSEE????
emphasis here- he was very excited!
Me: Yes, sweetie, why?
Brenon: Because Tennessee lost and Mississippi won! Can we get a snack now?


Here, I thought he was interested in geography...guess not!