Why You Cannot Just Put TM on Any Name
When we say owners of a mark, we are talking about famous and well-known people and corporations. For example, assume that somebody takes the Microsoft name and adds a TM above it. This mark is famous enough that people immediately go after it. Therefore, you can't simply add a TM above any name you want and start the registration process, because by doing so you are exposing yourself to the risk of a lawsuit, and without conducting proper research on the name you'll be wasting your hard-earned money and time.
You can put TM above your name and say that it belongs to you. However, if the mark you are choosing is already registered by a credible corporation, you are in big trouble, especially since you are possibly unaware of its rules. It is essential to have a lawyer involved in this process. It is not one of those things you can easily do by yourself.
Each corporation should first register its trademark in its own country, but you should also register in the US to get to an expanded market. Even for those who have registered a trademark in Canada, it is eventually better to register in the US as well. The United States is the best place to register a trademark because you can solve most of the issues online. Also, if you first register your trademark in the US, it is somehow much easier and quicker to do it in other countries.