Sometimes when I introduce myself saying I am from Nepal, some white folks ask if I am a "Sherpa", I proudly say "No, I am not a sherpa, but I wish I was."
I don't get offended if anyone comes to me and asks if I am a bahun, chhetri, newar, kami, jyapoo, pode, thakuri or chaudari. They all have their own distinct qualities and I wouldn't be offended to be born as any of them, and we should all feel that way.