If i'm not mistaken, that area was throughout history controlled by either Russia, Lithuania and Poland. after the USSR they appeared, anyone care to explain to me why they are not just part of Lithuania or Russia.
This is a bit flawed question. Estonia and Latvia have very much in common historically and culturally, though they couldn't be more different linguistically, while Belarus is something completely different and unrelated. The main influence on Estonia and Latvia for 700 years were (Baltic) Germans (with the natives making up the peasant class treated little better than slaves for considerable part of the period) who dominated area regardless of who the actual owner of the land happened to be at the moment (Sweden, PLC or Russia).
From what I remember from history class about my country - estonia.
Finno-ugric people travelled to what is now northern estonia at around 2000 BCE. That's the root of our national identity since that is what makes up most of our genetics.
Around 100CE first mentions of "aeste" appear in roman literature, referring to the area occupied by modern estonia.
Around 800CE - 1100CE we did viking stuff and the area was divided into lots of little sovereignties.
Around 1200CE we got crusaded. Ironically, the pressure of war first defined the unity of the sovereignties that make up modern estonia.
1200CE - ~1700CE was lots of war and occupations, germans, danes, swedes, poles and russians... you name them, we got our asses kicked by them. During that time, the area of modern estonia and northern latvia was known as Livonia. The borders were drawn by foreign politics rather than the interests of the locals.
1700CE - 1900CE part of the russian empire all though interestingly enough, the people in charge here were mostly german. Around that time serfdom was starting to melt and as it did, ethnic estonians gained more power.
1918 - 1940 First independence
1940 - 1991 More occupation, mostly soviet, briefly nazi.
1991 - ... Independence again!
So yeah.. for the last millenia, the area of estonia has been controlled by foreign nations. Lots of different rulers each with their own laws, language and religion. Didn't take though, the locals were too stubborn.
During that period, there were piles of uprisings and cultural events that kept building our national identity as separate from whoever was currently in charge.
We are first and foremost a people, our land is where we have historically lived and where we make up the majority.
Estonia is the land historically inhabited by the Estonian ethnic group. That's about where the state came from. Estonians are a Finnic ethnic group, unrelated to Lithuanians and Russians. And there is also a Latvia between Estonia and Lithuania..
And throughout rather controlled by the Baltic Germans, either under the [semi-]Teutonic, Danish, Swedish, Polish or Russian rule.
We've had two longer independence periods, 1918-1940 and again from 1991.