You can find it on Wikipedia as a start and read the founder’s (Pavel Durov’s) posts. The founder is in exile and is a citizen of St. Kitts & Nevis. The Telegram team is currently in Dubai, but has been in other locations before. Telegram was attempted to be banned in Russia a few years ago, but that failed terribly.

As a U.S. person, you have a lot more to worry about the three letter agencies there than about Telegram. And theoretically, you’d also have to worry about Signal being based out of the U.S.