A common mistake was to close of the list items too soon. When a list is nested inside another, it goes inside the li. So closing off France with a /li when there are cities inside it, is incorrect. Lists are not that important, but that exercise illustrates the structure of HTML.
If you struggled with this exercise, this video might help.
The HTML validator at validator.w3.org is a great resource for checking that HTML is correct. Just because something looks OK in the browser, doesn't mean it's correct. We don't need a lot of HTML for this module. So we won't dwell on it too much.