I think most non-British people are, it is good like that.
The United Kingdom of Great Britain and Northern Ireland is the country... but Scotland has some country like elements (Own legal code, the right to print money etc) and is refered to as a country, though strictly speaking it is just part of one.

Generally in conversation, how people label themselves is quite a subtle, context based thing that while British people find it easy (people will only argue over the labels if they are looking for an argument, in my experience), non-Brits find it a real struggle to get the hang of.