A User Next Location Prediction (UNLP) task, which predicts the next location that a user will move to given his/her trajectory, is an indispensable task for a wide range of applications. Previous studies using large-scale trajectory datasets in a single server have achieved remarkable performance in UNLP task. However, in real-world applications, legal and ethical issues have been raised regarding privacy concerns leading to restrictions against sharing human trajectory datasets to any other server. In response, Federated Learning (FL) has emerged to address the personal privacy issue by collaboratively training multiple clients (i.e., users) and then aggregating them. While previous studies employed FL for UNLP, they are still unable to achieve reliable performance because of the heterogeneity of clients' mobility. To tackle this problem, we propose the Federated Learning for Geographic Information (FedGeo), a FL framework specialized for UNLP, which alleviates the heterogeneity of clients' mobility and guarantees personal privacy protection. Firstly, we incorporate prior global geographic adjacency information to the local client model, since the spatial correlation between locations is trained partially in each client who has only a heterogeneous subset of the overall trajectories in FL. We also introduce a novel aggregation method that minimizes the gap between client models to solve the problem of client drift caused by differences between client models when learning with their heterogeneous data. Lastly, we probabilistically exclude clients with extremely heterogeneous data from the FL process by focusing on clients who visit relatively diverse locations. We show that FedGeo is superior to other FL methods for model performance in UNLP task. We also validated our model in a real-world application using our own customers' mobile phones and the FL agent system.