Hey! I'm a Canadian as well, but heading to Minnesota. I was confused about that as well, but I just said I've applied for it for now, even though I need to wait until I arrive in the states. Specifically, I think you need to wait to cross the border, and then send in that "check-in" form, so Mayo can process that you've arrived in the country. And I believe it takes about 5-10 days, after which you can apply for a SSN. I've emailed the Mayo legal team as well and they said you can only apply for an SSN once you've arrived in the states.

I hope this helps!