I didn't even know that Azerbaijan was in Europe. Congrats anyway!
You're in good company, Paul.
Most of us didn't.
I didn't know it either. And for a good reason, because it doesn't.
Azerbaijan doesn't belong to Europe, geographically. It belongs to (Western) Asia.
Yet the ESC has always had wide definitions of what country is allowed into the contest. Israel has always been in the contest, and Israel is by no means in Europe when you look at a map. Turkey has only a very small part of its land in Europe and the biggest part in Asia.
The Caucasian countries belong geographically to Asia. Politically and culturally they are often counted as European though. (The last part was new for me, too. I looked it up).