Of the characteristics of the believer is that the believer takes pride in the faith of Islam and his identity stemming from that faith. Note that this 'pride' is not at all the type of pride that is forbidden, because that pride is based on the false assumption that somehow you are better than other person because of something you have done. This type of pride is not arrogance, but rather an overwhelming sense of gratitude that Allah has blessed one with imān, and the dignity and love that comes from recognizing and living with imān. The Prophet (SAW) said, "It is not befitting that the believer humiliates himself..." [Abu Dawud]. The believer carries himself with a sense of purpose and dignity, and is never embarrassed or ashamed of his identity.
Yasir Qadhi