In 90 BCE most likely (it is a current debate among historians what actually was going on, and when I finish my dissertation I'll tell you what actually was going on) didn't consider themselves Roman citizens - certainly not in a legal sense, and possibly not in an ethnic sense. The coins of the rebel confederation in the Social War carried the legend "Italia" in both Latin and Oscan letters, and the images on the coins show things like bulls (symbol of Italy) trampling wolves (symbol of Rome). This is of course a representation of elite ideology and how far this ideology penetrated the Italian rank and file is another question people argue over.
It seems clear that SOME Italians were interested in at least having the legal rights that accompany Roman Citizenship. Appian reports that Rome squashed budding revolts in Etruria and Umbria by offering them citizenship if they didn't rebel. These guys don't seem to have lost their ethnic identities - 50 years later Propertius identifies himself with Etruria and Umbria in a way he never does with Rome. Livy identifies himself with Patavium. There is also an increase of ethnically-associated names in the early imperial period such as Sabinus - Farney's book on Ethnic Identity has whole catalogs of these names and how and why Roman citizens started ("started" seems to be the right word - they become more popular after the Social War, or at least better attested) using them.
Cicero theorized this seeming contradiction this way (from de. Leg. if you want to look it up - also, I'm paraphrasing from memory): Every Roman has two fatherlands (Patriae): one of nature, to whom he owes affection, and one of citizenship, to whom he owes duty. Cicero was an odd duck, and I wouldn't ascribe anything he thought to Romans generally, but it shows at least one Roman was bothered by the disjunction of ethnicity and citizenship that appeared in the first century BCE.
There were also Italians, most stridently the Samnites, who had no interest at all in becoming Roman. Some of these guys were still fighting in the late 80s when Sulla returned, long after the main issues of the Social War were settled. Likewise, there were Romans who, even though Italians after 88 had the legal rights of citizens, did their best to keep them from effectively participating in Roman government. Appian reports an attempt to restrict the new citizens to just four tribes, effectively making their votes worthless.
The bibliography just in English is pretty big. There are regional studies (Salmon, Samnium, Bradley, Umbria, Miller (I think), Etruria), Social War studies (Keaveny, Davies, Mouritsen) ethnic studies (both kind of historical studies such as Farney and oddly enough a lot of poetic stuff - I think Gowing has an article on Italian ethnicity in Virgil and the elegy people get into this more than I at least imagined before I got into the topic).
I'm probably just babbling now. It's a big topic the scholarship isn't decided on and the nature of our sources don't let us discuss the "average" Roman at all - just what a few surviving authors thought. I hope there's something useful for you here though, and I'm around if you have other questions.