Open the weather app (depending on the widget on the screen, just tapping the widget may open the app). Then add a location. Put in your correct location or allow it to use GPS if it has the option. Then choose that location. Close the app, and the widget should also be showing the new location. (It depends on which weather app you're using - nine shows me about a mile from where I really am - but if I go downtown, I'm another 4 miles away from where it shows me, and it weather apps aren't dynamic, they don't follow your location, they show the one they were set for.)