I think I figured it out.
Click on your avatar to open your bio.
Married knotties: Click on "My Planning Bio" under your avatar. (Not yet marrieds, skip to the next step)
Click on "Edit My Profile" under your avatar.
Go to the third tab, "Our Wedding"
What appears in the first box, "Wedding Location" is the location that will show up on your posts.
I didn't have a location, until I added it just now.
Baby #2: Surprise BFP 9.19.12, EDD 5.24.13, natural m/c 10.19.13 at 9w