Simple example of how to create a simple, enumerable class, that inherits form a generic list. Note: TList<> is sufficient for strings, as strings are managed. No need for TObjectList.

Countries.dpr

program Countries;

{$APPTYPE CONSOLE}

{$R *.res}


uses
  System.Classes, System.SysUtils, System.Generics.Collections;

type
  TCountries = class(TList<string>)
  public
    constructor Create;
  end;

  { TCountries }

constructor TCountries.Create;
begin
  inherited;
  Add('Germany');
  Add('Austria');
  Add('Switzerland');
end;

begin
  ReportMemoryLeaksOnShutdown := true;
  try
    var LCountries := TCountries.Create;
    try
      for var LCountry in LCountries do
      begin
        Writeln(LCountry);
      end;
    finally
      FreeAndNil(LCountries);
    end;
  except
    on E: Exception do
      Writeln(E.ClassName, ': ', E.Message);
  end;
  Readln;
end.