Like in English, the words for countries, languages, and nationalities are different:
country
Finnland Mexiko
language
Finnisch Spanisch
nationality
der Finne
der Mexikaner
And also, some country nouns have an article (der, die, das), while others don’t:
die USA, die Türkei
⇔
Mexiko, Finnland, Deutschland, Russland, China
Last episode, we learned that German job titles are often used without an article, and that their female versions have an -in ending. That also applies for most nationality nouns:
Ich bin Mexikanerin und Kellnerin. I’m a (female) Mexican and a waitress.