I remember being told by my grandfather all through my childhood that we were German, our family name was German. I just kind of accepted that my whole life, until a few years ago when I actually took the time to research the names of my family members and found out it's almost all Scottish/English/Welsh.
Oh, and that same grandfather often touted how his grandmother was 1/4 Cherokee, making me think that little bit of Cherokee blood I got from my great-great-grandmother was really something special. I honestly kinda doubt she had any Indian blood, but whatever. Families tell these stories for generations. At the end of the day, it's not big deal.