I'd like top preface my answer with the disclaimer that "National Identity" as we understand it today is largely an invention of the 19th century and the Industrial Era. u/yodatsracist discussed the relatively recent origins of nationalist ideas and some of the difficulties that scholars encounter in pinpointing when precisely "nationalist" ideas emerge in this answer which you might be interested in order to envision what precisely constitutes a "National Identity."

I myself have written answers to similar questions on Italy where I do struggle to adequately contextualize that much of what shapes a collective identity are things like national media (newspapers, radio and television), unified school curricula, and identifiable national institutions which were all necessarily missing from pre-Industrial Europe.

But having prefaced my answer with these caveats, to actually answer your question: the idea of "Italy" as a geographic region dates at the very least to the early days of the Roman Republic, and is possibly much older. There in fact were several polities calling themselves "Kingdom of Italy" between the fall of the Roman Empire and the unification efforts of the 19th century. I wrote a long and winding answer on the use of the name "Italy" as a political construct in this older answer as well as in this slightly more recent answer which might go some ways to answering your question.