Wikipedia:
Nationalism is a belief, creed or political ideology that involves a voluntary accepted or coercively imposed mode of identification with individual persons and a nation.
George Orwell:
http://www.george-orwell.org/Notes_on_Nationalism/0.html
I'd say identifying with anything other than oneself is even bigger a delusion than identifying with oneself, and since it's so widespread, calling it a pest is actually polite.
I do think, though, that nation states are a fundamentally bad model for governance and both too large and too small. I’m not sure what could replace them (and not a fan of pre-nation governance models), though something like the EU can provide some (tiny and obviously deeply flawed) hints at how to approach the “too small” problem, I’m not so sure what to do about the “too large” problem.