Here is a puzzle from a past iHunt that exemplifies the kinds of techniques you'll need to use. If it seems very complex remember that the iHunt starts off easy and gets hard!
The Lofty Aviator
general motors europe
monty hall problem
violent true believer
The first letters of the title make "TLA" (three letter acronym), which hints that you need to take the first letters of each of the lines. This gives you GME, MHP, VTB. The word aviator in the title hints at airports, and each of the acronyms is an airport code. All of the airports are in the same country, so the answer is Belarus