How our Language Identifies us

Dialects refers to how words are pronounced. Your demographic location and social class can affect your dialect; how you pronounce and say certain words. I am from Texas and when I speak you can easily hear my southern accent so I identify with other texans. Also, jargon's that are used can help classify individuals into a category. But I think to answer your question language helps to define individuals easily because when a person speaks it is very easy to detect where they might be from and also in many cases you are able to detect their social status. Ex: My Fair Lady
Rate
Of course it defines our identity. Our languages re the result of an evolution which are different each others. Why don't we think in terms of ethnicity/races when some others define themselves like that (LAA for example).

That is the proof that our language defines our view of the world which is made (in a big part) by our education at school.

It defines your identity because of your accent (except a few exceptions of people who are abble to speak a 2nd language without any accent).

If we take a baby native from Brazil but who grew up in France. He will have a french accent, and the foreigners will identify him as a french.
" I must say, I've never really seen the need for having an 'identity' as such because I am first and foremost and individual person."

I don't think that the identity is a question of choice. having been raised a certain way with a specific language and references a a specific country is something that one's doesn't shoose.
We can not like our culture or our country - and so decide to not recognise in it - But in reality, the fact it is very difficult to change it when we are adults - it should take decades to have an absolute knowledge of the new language and the subtilities, and it is almost impossible to forget all your past, the language of your family, the songs that your mother sang to you, the school education, the language you used with you