What happens if I entered a province that did not appear on my w2?

No.  As long as the Federal EIN on your W2 is correct.

You are talking about the employer identification number right? And why is taking so long for my refund to be sent, state refund has been sent already but not the federal one, and the only “mistake” I found in my declaration is the province one.

Tom K is correct, the employer EIN and your SS number are generally more important than names on the W-2.

As for the delay in your federal refund, we have no information on your refund. There are a number of things that can slow up your refund - the credits you asked for, whether or not the direct deposit information was correct, whether or not you e-filed the return, the phase of the moon, and so on. 

I assume you have heard about Where's My Refund, the IRS website that let's you track your refund.