I am writing an essay and I wanted to know if it's correct to say
I received a scholarship in America.
or should it be
I received a scholarship to study in America.
"I received a scholarship in America" implies that you were within America when you received the scholarship, or that "America" is the topic of your studies. This is probably not what you mean. We usually only say "a scholarship in X" if X is the subject of study, such as "a scholarship in law" or "a scholarship in engineering".
"I received a scholarship to study in America" says that the purpose of the scholarship was studying, and the studying is to take place in America. This is probably what you want to say. You might think this is redundant, since the purpose of a scholarship is to study, but if you mean that you are going to America to study, this is the normal phrasing.