That's entirely up to you, and to the density of phenomena in the area you live. A district a quarter the size of Rhode Island that's full of ancient ruins and paranormal phenomena can be more than enough to keep an investigator busy, where a much larger area with fewer traces of the Unseen can be insufficient. Your own interests are also a factor -- choose an area that will provide you with plenty of things that fascinate you. In your place, I'd certainly study the Forest of the Finns, but I'd also check out my own little area for ghost stories, troll stories, unknown aerial phenomena, and the rest of it.