How do I select favorite location?

Q. I am trying to change the active location but the menu item is greyed out.  I am following the Getting Started Tutorial and it seems to suggest I should be able to change it. Am I doing something wrong, or are you not meant to be able to change it?

A. You should be able to change it. Make sure that you select the area that your location is in first as your favorite (red checkmark), then you should be able to select any location in that area as your favorite (blue checkmark.)

Alternatively, you can select no favorite area.  This allows any location regardless of area association to be selected as the favorite location.