Geographic Names
The gender typically is inverted with the last letter of the geographical name — which is to say La France, because France ends with an 'e'. Le California because California ends with an 'a'. As a guideline, geographic names that do not end with an 'e' are masculine, with exceptions. (Le Mexique).
One is "at the" masculine countries/places, but "in" feminine countries/places. Places with masculine articles retain their masculine articles in statements. Nations with feminine articles drop their articles in statements.
Jouer
"Jouer" can refer to the playing of an instrument or of a game/sport. When it's a game/sport, it's constructed as "play at…" When it's an instrument, it's "Play of…" Note that some sports have a definite article, such as "le tennis."