Citizenship in 1600 Germany was awarded by the Cities which derived city rights from the Kaiser or the lord of the land (bishop, prince etc).

Each new citizen had to make a Bürgereid, a Citizen's Oath, and repeat it every the "swear day" (Schwurtag). Now, the wording was different from town to town - Some would mention God, some the Kaiser, some only the local nobility or the only the city council. But in general the citizens were only the elite of a city as it came with a tax and required ownership of land inside of the city. In 1600 most city dwellers weren't citizens.

Source: Die Huldigung der Untertanen by André Holestein

Now: A citizen was well aware he was a citizen in the Roman Empire. In the Geschichtsklitterung novel by Fischart (1575) a lady is said to be "so slovenly she wouldn't care if the Roman Empire collapsed tomorrow". In the Mother Courage novel (1669) by Grimmelshausen the titular character is a Bohemian citizen speaking both German and Czech. Once her city is burned in the 30 years war she pretends she's a boy who doesn't know any German to pass for a Czech from the underclass and because "the Bohemians are known throughout the Empire for their cookery and their horsemanship". Indeed she makes it to a soldier and a cook.