I'm exploring different ways to learn world geography and remember
capital cities. One approach is to study a continent at a time, use a labelled map to understand locations, and then practise with a blank map to check recall.

The Campus Review has a guide to world maps, countries, and capitals that may be useful as a starting point:
https://thecampusreview.com/geography/world-map-with-countries-and-capitals/What works best for you: flashcards, map quizzes, blank maps, or regular revision?