A ‣ Using 'the' 
Most names of countries are used without 'the', but some countries and other names have 'the' before them, e.g. the United States I the US(A), the United Kingdom I the UK, the Netherlands, the Philippines, the United Arab Emirates I the UAE, the European Union I the EU, the Commonwealth.
B ‣ Adjectives referring to people, countries and languages 
With -ish: British Irish Flemish Polish Danish Turkish Spanish
With -(i) an: Canadian Brazilian Latvian Korean Russian Australian
With -ese: Japanese Chinese Vietnamese Portuguese Maltese Taiwanese
With -i: Israeli Iraqi Kuwaiti Pakistani Yemeni Bangladeshi
With -ic: Icelandic Arabic Slavonic
Some adjectives are worth learning separately, e.g. Swiss, Thai, Greek, Dutch, Cypriot.
C ‣ Nationalities
Some nationalities and cultural identities have nouns for referring to people, e.g. a Finn, a Swede, a Turk, a Spaniard, a Dane, a Briton, an Arab, a Pole. For most nationalities we can use the adjective as a noun, e.g. a German, an Italian, a Belgian, a Catalan, a Greek, an African, a European. Some need woman/man/person added to them (you can't say 'a Dutch'), so if in doubt, use them, e.g. a Dutch man, a French woman, an Irish person, an Icelandic man.
D ‣ World regions 

E ‣ Regional groups and ethnic groups 
People belong to ethnic groups and regional groups such as African-Caribbean, Asian, Latin American, North African, Scandinavian, Southern African, European, Arabic. These can be used as countable nouns or as adjectives.
Many Europeans enjoy travelling to the Far East to experience Asian cultures.
Arabic culture spreads across a vast region of North Africa and the Middle East.
People speak dialects as well as languages. Everyone has a native language or first language (sometimes called mother tongue); many have second and third languages. Some people are expert in more than one language and are bilingual or multilingual. People who only know one language are monolingual.