When it comes to the question like "D'ou tu viens?", which means "Where are you from?", I will definitely reply them "Je viens de Hong Kong.".
Last night I spent few hours talking with my roommate, and we both found that it is really confused for us, or more seriously, for most of the Hong Kong people that we don't really know who we are. Yes we agree that Hong Kong is a part of China, which is certainly true. However, because of the background, culture and legal differences between mainland China, Hong Kong and even Macau, I can hardly tell that students from Mainland China and Hong Kong are the same. Even though when I go travelling to Macau, I feel like I am travelling the other countries. I know there must be a lot of people standing out and saying something against our thoughts. The point is, we are really dissimilar but we never deny that we are not Chinese. If you ask me "Where are you from?" I will tell you "I am from Hong Kong", but if you ask me "What is your nationality?" I will answer you "Je suis chinoise" that means "I am Chinese" without any hesitation.
I feel bad because we can even hardly define ourselves.