In general, you are free to choose where you will complete your internship. However, you should consider country-specific information. There are many differences amongst countries that could impact your experience. For example, a summer internship abroad in a hot country like Mexico will be different than completing an international internship in Iceland during the winter. Also consider possible language barriers and financial differences (such as currency exchange fees and possibly opening a local bank account).
Therefore, find as much information as you can on the life and culture of your new home. Extensive information can be found on the DAAD’s country pages (only available in German). In addition, travel guides (such as Lonely Planet and The Culture Trip), and websites such as Hostelworld and Expatica are good sources of information for living and working abroad.