I disagree not many people in the European Union even call them selves European most refer to there actual nationalist first
Obviously...
Let's say my name is Mister X, and I have blond hair. We can say i'm blond-haired, but when I introduce myself to someone, I say him, "hi, I'm mister X", and not "Hi, I'm the guy with blond hair".
The same goes for me, I'm french, but I'm also European. But when someone asks me my nationality, I say, "I'm French".
A English guy can also be referred as a British guy, even if he prefers to be knowned as english first, and, british after. Don't know if you see my point.
But, whatever, let's forget about it, it has nothing to do with the subject.