African American or black?

Ma
I use to say African American but I had a friend correct me - she said I was born here I'm just American and I'm black. She jokingly said "where's African America anyways." 
If someone is born in America - are they just American? Would a Caucasian call themself European American? It's obviously up to the person and will vary greatly across races and individuals. 
I'm mixed basically a mutt (moms German white and dad is Venezuelan Latin/black). I am fair skinned with some Latin/black features. I identify as mixed tbh and I always check "other" for race. 
What are yalls thoughts? Just curious. 
Thanks ✌🏼