How to deal with multiple categorical data set
Simply yes. Before that you may want to check how correlated those features are, so you can simply deselect redundant features, but in general you are right. Starting with one-hot encoding is a good choice.

What may need more inspection later, is the number of different regions. Then you come up with many sparse features for which you need to reduce dimensionality. If you provide more information on the whole project I can provide more insight.