Allow me to unrankle you.
We're not the United States. That's the shortname. The full legal name is the United States of America, which makes us Americans. No other country in North America, Central America, or South America uses America in its name. Other countries use their countrys' names as well ie. Canadians, Nicaraguans, Mexicans, etc.
Interestingly, if you visit the USA and ask an American where they're from, they usually answer with their state or city, ie', "I'm from Colorado", "I'm a New Yorker", or for my wife, she;s a Brooklynite and I;m from The Bronx. Americans are very proud of their states and cities as we're a Republic of 50 sovereign states.