I was born into a particular family but that's nothing to be proud of, it wasn't exactly my achievement.
I'm Dutch by birth, but I'm not proud to be Dutch.
I'm a European by birth, but it doesn't make me proud either.
What I an be proud about is those things that I've achieved that were not 'normal' for a person of my birth station and privilege level. (And that's not a whole lot, given the fact that I was born in one of the wealthiest countries in the world as a 'white male' which means I had just about all the lottery cards picked just so.)