Nigerians Abroad Answering The Question "Where Are You From"

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OK, I spent some years in Nigerian before relocating abroad, but I have a tendency to constantly have this problem whenever I locate fellow Nigerian man. Usually the Non-Nigerians are cool when they just ask are you from Africa, and you say Yes, thats it, the whites, hispanic and Asians just really consider that if you're not American then you're from "Africa" /End of discussion. In the spirit of aproko that's been bestowed on all of us, Nigerians prefer to poke nose, when even whenever you answer you're from Nigeria they insist what side, which state and which local government area (seriously?).

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 Ok my problem is that when I was in Nigeria, I was born & grown in a state that's not just like where my parents are from (although I perfectly understand my mothers tongue, but my native tongue is of the state where I was given birth to and spent nearly all of my teen/adult life in), this seems to be creating an identity crisis as I have never gone to the state where my parents were born (where they're from?), So I just find myself telling the nosy Nigerians where I was Born (I assume thats where I am from?) then eventually when they get to see my name they exclaim (Loud Nigerians, especially the Yorubas) - Ah, you're from where and you said you're from here, then I have to start telling all of them my entire life history (I feel this annoying).

In a nutt shell where is an individual really "from"?? Is it where I spent my youth?, where you had been born or where your parents are "from"? (born)