Your nationality is the country you come from: American, Canadian, and Russian are all nationalities.
Everyone has a gender, race, sexual orientation...and a nationality. A person's nationality is where they are a legal citizen, usually in the country where they were born. People from Mexico have Mexican nationality, and people from Australia have Australian nationality. People of the same nationality usually share traditions and customs, and they might look a little alike, too. Nationality is one of many qualities that bring people together.