I have two opinions that appear to conflict at a glance, but I think they mesh well and I attach more weight to the first one.
I am opposed to nationalism for the reasons you said. I feel no pride in being American, because I did not choose to be born American when I was gazing down from the clouds some years ago. I did no work to become an American. I also have views that some considered Anti-American, including a strong distrust/disdain for authority, and certain atrocities, and systems.
My mother is Asian and I also have disdain for the naive ethnocentrism of my American side of the family. Their friends are predominately white, they think Chinese food in America is icky and will make them sick. They talk about how great their ancestors were, dating back to the Civil War like some xenophobic ancient greeks. Their understanding of other cultures is infantile, in the manner of Japanese who marvel when an American can use chopsticks or speak it.
I therefore prefer to answer like Diogenes when asked where he came from, he said, "I am a citizen of the world." If we could avoid labeling people we could treat people as individuals without so many strong inherent biases.
I want to consider myself a citizen of the world. I have tried to move to Australia, and I plan to eventually move to NE Asia, since I feel like a hypocrite espousing gaining firsthand experience of other cultures while remaining here. I think if every person were forced to emigrate somewhere, we would develop more empathy, which could eventually prevent certain wars. Alexander the Great wanted people of his empire to intermingle on his death bed, (he was ignored) and it's actually easier now than before
On the other hand, I think it is important for a person's self-esteem that they live in a place they can cherish or even take pride in. Life is quite short. If you cannot appreciate where you live, there are countless places and countries available to you. Some places you can also begin to appreciate when you learn the local history and secrets there. But people have such diverse opinions that it's easier for someone to move to a country where they will be welcomed, and be of a sounder mind, and exist within a culture where they can fit in, than to fight against the grain of the consensus for a finite lifetime.
If a person does make the effort to move, then they might rightly take pride in the place they lived. One can also take pride in their own observations and experiences, and arguably even love the place where they were borned from the start (sounds like being a drone though.) It's also healthy to take pride in your body/self-image.
But ignorance, lack of empathy, elitism, and arrogance tend to follow from Nationalism without heavy exploration of other cultures. One must be vigilant and constantly challenge their own assumptions, if they choose to assume a healthy since of pride in where you live.