No country in the world today starts with the letter X. This makes X the only letter of the alphabet with a completely empty list when it comes to sovereign nations. It is an odd gap, especially since X appears in the names of well-known cities, rivers, and regions, yet it never lands at the front of a country’s official name.
The reason comes down to language and history rather than geography. Most country names trace back to Latin, Greek, Old English, or local languages, and very few words in these languages begin with an X sound. The letter is rare at the start of words in general, since it usually shows up in the middle or end, as in “Mexico” or “Luxembourg.” Ancient and modern naming traditions simply never produced a nation whose name opened with this letter, and no new country has broken that pattern either.
Some places come close but do not qualify as countries. Xinjiang is a large region in China, and Xhosa is the name of a South African ethnic group and language, not a nation. The ancient city of Xanadu, once the summer capital of the Mongol Empire, is famous in history and literature but was never an independent country. Anyone searching for countries starting with X will find these near-misses interesting, even though the search for an actual nation ends in an empty list.