Following on from that, all my parents and grandparents are English, so to get a sense of persepective on it, I'll have to regionalise.
My mum is Northern, and my Dad is southern. I was born in South Shields like my mother, and spent a few years growing up there. The majority of my growing up was done down south though in Bath (with periods in Port Glasgow and Kent), although i spent my most important mental growth years at university in Lancaster. I now live in London again, down south, so who do I feel I am? Northerner of Southerner? My birth certificate says I'm a Northener, but I don't feel like I come from there. If I feel like I come from anywhere then I feel more intrinsically Southern for some reason.
So I think that Nationality is fixed. Where you are born is what your nationality is. But your identity, and what you call yourself can be something quite different.