While I'm sure your affinity for the Falcons and fact that you live in Atlanta is just coincidental, there is nothing wrong with enjoying a team because others around you enjoy it, or because you grew up enjoying it. If you want to really make the argument that enjoying a team because you grew up or live near it is odd, then I think you need to re-assess the definition of odd, as it is extremely common. Common because developing an affinity for one's community is one of the most natural things that people do. For some this is religion, for some culture (of which sports is a part), etc. For those of us who enjoyed such things as kids, there is a component of nostalgia, which is, in part, a survival trait as it helps us to ensure that we feel an affinity for the cultures and things we grew up around (which helps to create connections between people, which promotes survival). This is ingrained in our primeval essence. Not odd.
You say you care about certain players or coaches. Why? No less arbitrary reasons than caring about a team. You like someone's personality, traits, background, etc. Either because they are like you, are like you aspire to be, are like what an athlete "should be" in your mind, or whatever. So what? Why is that reason enough to want to watch them and hope for their success? You aren't materially benefiting from their success. You just get psychic satisfaction of knowing a person you envy or respect or whatever is succeeding at something. Affinity for celebrities, athletes, and politicians is probably due to a historic affinity for tribal chiefs. Doesn't make sense in a narrow, bare-bones economic analysis of preference. Same with any reason for choosing a team.