Also, make sure to ask for a second and third nationality, because quite a few people have several passports, especially in Europe. Don't forget to add Statelessness as an option. Also, it may be difficult to decide if certain countries should be included in the list, as they are not widely recognized, such as Palestine and Catalonia. Therefore make sure add an "other(s)" field. Make sure this field allows several entries.
Easy fix: ask for sex instead of gender. 3 options: male, female, won't state. Genuine intersex people are incredibly rare and have faced this choice many times before and will just choose the one they feel comfortable with; it won't actually affect your stats too much.