I strongly believe that you should have a connection to the place that your sports team is affiliated with, but I think you should be very liberal about what you consider a connection. If you’ve moved a lot, it gives you a lot of teams to choose from when you’re choosing your alliances. I think it also makes sense to choose other sorts of connections as well — a grandparent’s alma mater, the team your dad followed when you were a kid. I know a lot of people who recommend watching a league and letting the team choose you, which also seems reasonable, but I prefer the place-ness of sports fandom. The only way to choose a sports team to follow that is objectively wrong is bandwagoning.