According to Annual Arab Public Opinion Survey 2009 by University of Maryland, the result is as follows. Countries surveyed are Egypt, Jordan, Lebanon, Morocco, Saudi Arabia, and United Arab Emirates.
-Citizen of your country: 35%
-Arab:32%
-Muslim: 32%
-Citizen of the world:1%
***** Indeed, identity quest is very severe, however, you have to adjust yourself to whatever identity you might choose for the survival on Earth.