What nationality was Romeo from Romeo and Juliet?

Answer 1

Although Verona is now a part of Italy, the unified state of Italy has only existed for about 150 years. At the time the play was written, and at the time it was set, there was no such thing as Italy. Romeo would not have considered himself to be Italian; rather, he would think of himself as Veronese.

Answer 2

Italian.

This is known from the prologue, "...In fair Verona where we lay our scene..." and Verona is a place in Italy.