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Identifying oneself with his/her nation did not truly become a phenomenon until the 19th century. After the French Revolution, French nationalism was enforced, and we see this through the birth of the tri-colour (France's national colors), the creation of the French national anthem, the concept of being a citizen, and Marianne proposed as the national symbol of France. During the 1800s, we start to see German and Italian unification and the beginning of citizens associating themselves with their country. Before the 19th century, countrymen would associate themselves with the specific region they were from, such as identifying themselves as a Parisian/Asturian/Florentine. This made the most sense because borders and territories would constantly change. Furthermore, people were much more likely to associate themselves by class, such as the First Estate (clergy), the Second Estate (nobility), and the Third Estate (everyone else, from peasants/lawyers/merchants/artisans. The bourgeoisie also fell in this category.)
Sources: Schroeder, The Transformation of European Politics 1763-1848 (1994) pp. 716-18, Agulhon, Maurice (1981). Marianne into Battle: Republican Imagery and Symbolism in France, 1789-1880, Spohn, Willfried (2005), "From Habsburg Empire to a Small Nation in Europe", Entangled identities: nations and Europe, Ashgate, p. 61, Lucy Riall. The Italian Risorgimento: State, society and national unification. London, England, UK; New York, New York, USA: Routledge, 1994. Pp. 69.