To check your Favourite Location, press Options, then X on "Driver Network Profile". This will bring up a new screen.
From there, look up your "Affinity" rating at the middle of the screen, and look at where it says "Favourite location".
You need to win 20 events at this track to obtain the trophy.
Where it says a certain location, you can obtain the trophy via single player via "Quick Race Weekend", setting the setting to No Qualification, One Lap and only One AI driver. Race the track and rinse and repeat.
*Confirmed Method*
Also, if you are stuck on certain tracks, like Le Mans 8 Mile Circuit (long), then you can use "Course select" to select the shorter track and still obtain the trophy a little quicker.
However This does not seem to work on the Nurembourg (SP) ring.