To be honest, I'd have to say the term "nationality" is meaningless. Citizenship and ethnicity are well-defined terms, whereas nationality is a relatively vague concept that can be used to designate citizenship or ethnicity or both at once. I don't think the Enlightenment concepts of nationality had any fundamental effect on how European peoples defined themselve; certainly you can find examples of "nationalism" throughout the Middle Ages, Dark Ages and Ancient times. The two great national unification movements of the 19th century owed more, IMO, to the scope of people broadening (leading them to define themselves as German or Italian opposed to the French or the Austrians, rather than Saxon or Florentine opposed to their neighbours), than to the considerations of Enlightenment thinkers. Education and rising standards of living also lead the masses to be more vocal and involved in politics.

Generally I'd say people's identities are best visualised as a set of concentric circles; a Londer is not a Mancunian but both are English as opposed to Welsh, the English and the Welsh are British as opposed to the French, the British and French are Europeans as opposed to the Americans, and all are Westerners as opposed to Chinese; if we met extraterrestrials, defining ourselves as human would be much more important. Of course some elements of identity would be better represented as ellipses; for instance, gender can be more important than ethnicity or less so, depending on context.