my macbook says I am in Idaho falls but I am in arizona

About Location Services in OS X and Safari - Apple Support

were you ever in Idaho Falls? Is your ISP or your VPN in Idaho falls? Did you buy a used Wi-Fi Router from someone in Idaho falls?

do you have the correct location set in Date&Time > Time Zone ?

If you are using a VPN, your "location" could be based on the VPN. You may enter locally, but pop out onto the Internet in Idaho Falls.

When not using a VPN, the "Location" of your Mac is based (as the article hints but does not beat you over the head with) on where an Internet database thinks your Router is located.

My story:

I live far enough off the road and away from neighbors that my Routers can not be seen from the street. For months, my location was arbitrary and capricious, mostly based on my ISP location several towns away..

Then we had a party, and friends brought their iPhones, and stayed for several hours. After that, the Internet knew Exactly where each of my three routers was located, and they were slightly different from each other. The iPhones had reported multiple sightings of my Routers, with geolocations included, and they had been added to the Internet database.

Sometimes, an ISP will reassign their network numbers without informing you. For months, my location appeared correct for my mid-west location, and then one day, it was Mt. Laurel, NJ. It stayed that way for six months, and then it returned to my previous network number and my local map appeared again. Two months later, the ISP assigned network number changed again, and now my location is showing 45 miles away. This is a royal PITA.

If I use VPN through the local university, then the location reflects my current city location, because I am not actually using the ISP network.

I may reset the (private, not ISP) router and see if anything changes, but I doubt it will.

If you are connected through a VPN then it is telling you where your VPN provider is registered. It can only locate the registration address of the public IP address being used.

The public IP address could be owned by anyone in the world. It is registered to the corporate address.

Provided that you are in fact signing in a device, I wouldn't worry about the location for that notification. My device always seems to sign in from somewhere in California. (I always assumed this happens via some vagaries of my ISP, not the usual computer location thing obtained via the router. My location services work normally otherwise.)

Is not the point of a VPN to hide?