Well, there’s a whole shit ton to unpack about identity.

Let’s start with definitions.

Ethnicity is essentially genetic. There’s usually an associated culture that goes with a given ethnicity.

Culture is the combination of practices, beliefs, and “tradition” of a given group, whatever that group may consist of.

Nationality is where you live.

Race is a loose grouping based on primarily skin color and the region one’s ethnicity came from.

Identity is the parts of those things you internalize, what you self label as.

So, based on what you’ve said in your post, you’re multiethnic, a mix of multiple peoples and places. You can freely choose which of those you integrate into your identity. It won’t ever mean that you aren’t those things, as regards external factors like the kind of hair color you have because of being north african in ancestry.

You could freely choose to integrate Mexican culture into your identity, or not. It would not, however, change your nationality.

If you move to the states, then you’d also have to deal with the legal side of things, which is not the same as identity. It’s an ugly truth, but race matters here, way more than it should. As such, you can’t really just pick your race on legal documents. It has to be as accurate as it’s possible to get, or there can be consequences. If you look white, but put down black, it’s going to end up being a pain in the ass for you.

However, since race itself is arbitrary in a lot of ways, there’s some wiggle room. There are some pretty damn dark white folks, and some pretty damn light Hispanics. And it isn’t like most people can look at someone and tell if they’re greek, arab, or south american. A lot of forms specify the difference between being white Hispanic and white, non Hispanic.

So there’s room to pick your race unless you’re black, in which case, it doesn’t matter what ancestry you are, you’re black and stuck with it because the us is fucked you in that regard. You don’t even have to be of African descent to get shoved into being black, you just have to be dark enough. Which is very fucked up, even for a country as fucked regarding race as this country can get.

So, you do have to be thoughtful in what you put in official documents, or it can end up fucking you later on.

But we can all identify as whatever we want, within reason. My pasty white ass could try to identify as black, but it ain’t going to end well, despite having grown up in a black neighborhood and having a lot more in common with my neighbors than the arbitrary similarities I’m supposed to have with other crackers. But if I want to internalize my Irish heritage, nothing is stopping me. Same with my German heritage, the traces of Polish, Welsh, Spanish, and Scottish. I can identify as man, as a southerner, as a resident of my state, of my town, as an american, as whatever, really.

Largely, as long as there’s no cognitive dissonance to overcome, most people don’t give a fuck about someone else’s identity. Like if my pale ass says I identify as black, that’s going to be strange enough that people are going to wonder if I’m an idiot, a troll, or pulling some kind of racist shit. If my big bearded ass puts on a dress and claims to be a woman, there’s going to be people that can’t accept the difference between the claim and the visual reality. Now, if I shaved and lost more muscle, it wouldn’t be as hard to overcome. You see what I mean? The more people have to think against their senses and preconceptions, the harder it is to lay external claim to an internal identity.

There is the flip side though. If you come here, claim the identity of whiteness, but you don’t also lay claim to the external factors of the culture of white america, then it doesn’t matter what your skin color is, you aren’t going to have much support. And yes, there is such a thing as white culture in the US. There’s actually multiple versions of it. It’s just hard to see since it dominates all the other race based cultures, and becomes the default american cultural base. But it is distinct from the more general american culture.

All of it is largely a construct though. Even ethnicity has a degree of arbitrary limits to it, since most ethnicities aren’t isolated enough in origin for there to be no bleeding between a given ethnicity and one a hundred miles away in origin. And, an ethnicity may ignore subethnicities in general usage, like “black” Irish largely being ignored as an ethnicity that’s distinct from Irish. And you’ll have regional variations that get ignored in the same way.

There’s really a lot to it all. More than I can reasonably pack into a comment and it still be readable by most people (screen reading is harder to follow than printed). So I’ll not belabor the subject.

The real advice is to not bullshit. Treat any paperwork as needing as direct an interpretation as possible, and leave identity out of it, relegating identity to non official usage