Nation change?

[AsterBarnivere]

I'm talking about legacy though, not new characters

edit: that is to say, simply by virtue of logging in with my main class, my nation (part of the identity of the character) was switched on me.

Your home nation is determined by the class you pick due to your class's guild being there (and your quests for that class)
Why people complain about this is beyond me. Convenience! ANYTHING BUT THAT!

once you hit level 10, you can change your class via the armoury sytem after completing the quest required to unlock it
once you hit level 15 and complete the quest "Duty, Honor, Country", you can use the airship and unlock the other classes there.
once you defeat Ifrit in the "Lord Of The Inferno" quest you can change your home nation via GC...