After having read almost all the comments about this topic, I've come to a general consensus that most people find the need, or just relate to their roots to define who they are. Which is very norml considering the age of this relatively young nation. This question has always been a complicated one for myself. When someone asks me what ethnic background I come from I usually just tell them where my parents are from, and tell them I was born in Queens. If the person wants to further the conversation about my identity, I would go on telling them about my personal experience, being raised in France for some time, and growing up in a predominately hispanic childhood.
Identity is a tough topic.
I went to my parents and asked what they thought. My father did not want me to claim my Colombian nationality because of the fear of being recruited in the Colombian military forces.