I identify with certain aspects of my ethnic / cultural heritage more strongly than others. I've always inwardly described myself as a "European mutt." From my mother's side, I'm a quarter Welsh / English and a quarter Italian (actually an even split between mainland and Sicilian, if you want to get particular). I even have an ancestor whose surname was ffollows - yes, with two small letters. On my father's side, things get a bit more complicated, with Scottish, Scots-Irish, German and Norwegian.
I do connect a lot with my Welsh and Scottish heritage because of my musical background. I spent years competing at Highland Games through the Scottish Harp Society of America, and then a few more years as a competition judge. I even competed at a Welsh Eisteddfod. (Say that three times fast, I challenge you.)
Of the many Celtic lands, I've always had the most affinity with the Welsh music. I also feel quite comfortable with the language and names ... though the latter might have something to do with the fact that I cut my fantasy-reader teeth on Lloyd Alexander's Prydain Chronicles. It was a weird experience reading a guide to where the Welsh language places syllable emphasis, because it turned out it was exactly how I tended to pronounce if left to my own devices. I don't feel the same pull from Welsh mythology, though I've read most of the Mabinogion and other sources.
As for the Scots, I love the "brawn" in Scottish music - a quality that is easier to feel than to describe. Turns out that I am named after two clans - Clan Lindsay and Clan Duncan - who have been feuding for centuries over ... I don't remember whether it was a goat, a pig or a sheep, but some brand of livestock.
This explains so much.
In the kitchen, I've been known to make jokes about the generous use of alcohol in cooking: "Of course I'm going to add whisk(e)y to that, I'm Scottish." I will also make fun of bagpipes at the drop of a hat, but that's another story.
The Italian is the food side of my heritage: food is love, the desire to feed everyone, and making too much of it all the time. And I talk with my hands. I also feel affinity for Italian cooking, even flavor profiles that I didn't encounter as a kid, for instance the use of fennel. There's something about it that always feels very familiar.
As for Roman mythology ... pfft. The Greeks got it right. Why mess with perfection? ;-)