The United States is a country of immigrants — people who come to one country from another country, in hopes of having a better life. If you didn't immigrate to the United States yourself, it is extremely likely that you have at least one recent ancestor who did.
Don't confuse the words immigrant and emigrant. If you come to a country, you are an immigrant and you emigrate from somewhere else. Ireland has many emigrants to America; America has many immigrants from Ireland. If your parents were immigrants to the United States, but you were born here, you are a citizen automatically.