Contemporary First-World people grow up thinking of themselves as a citizen of a particular nation-state and never question this identity, but such an identity (at least on a wide scale) is somewhat recent in history, and the permanence of nations as defining political organizations is open to question.
Europe before Renaissance as "Holy Roman Empire" etc.
Germany, Italy more like geographical regions than unified nations until 1800s
Idea of modern nation-state often traced to "Treaty of Westphalia" (or "Peace of Westphalia") in 1648 that concluded the Thirty Years War within the Holy Roman Empire and the Eighty Years War between Spain and the Dutch Republic. Provisions or effects:
National sovereighty: each nation state has sovereignty (authority) over its own internal affairs, to the exclusion of external powers.
Inter-state aggression restrained by "balance of power."
With the spread of European power across the planet, these principles were often imposed on colonized regions. With independence, colonies became sovereign nations, but these entities usually had not been nations before colonization
Recent example: Establishment of nation of Israel in Palestine in 1948. Palestine at the time was not a nation in any modern sense of the word; rather, it was a former region of the Turkish or Ottoman Empire; Palestine was multi-ethnic and multi-religious.
Other qualities typically (but not universally) typifying nation-states:
ethnic uniformity, including descent from a common genetic or national stock.
uniformity of language (with many variations)
development of a national literature—especially the novel (think how inseparable England is from Dickens or Austen, or USA from Mark Twain or Toni Morrison)
schools, supported by citizens and governments within a nation-state, often instruct or indoctrinate students in fulfillment of national identity