People in Europe are taught in school that Mexico is in "Central" or "South America", because culturally we're part of "Latin America". That is not the case. In fact, most "Mexicans" would be dismayed by the idea.
Strictly speaking, Central America starts in the Isthmus of Tehuantepec, just east of the Yucatán Peninsula, but most of the landmass of the country is in "North America".