Seems like many people mix up the phrases I feel lucky about and I am proud about.
(In alphabetical order)
1) I am proud of my gender
Actually it might sound funny but you can only be proud if...you managed to change your gender, and went all through this effort. But again you should say, I am proud that I went through all those changes for my gender, and not I am proud of my gender. Throw in sexual orientation also, since you were born with it as well.
2) I am proud of my generation
Obviously, you just happened to be in this generation. More correct would be to say I like the generation I belong.
3) I am proud of my height
This one happened because you probably had short/tall parents or other short/tall relatives. You can only say that you are proud if in case you had a surgery and you went all through this process to increase/decrease your height. Or maybe if you did some kind of exercises or following a certain diet, or…well, whatever you put any kind of effort to contribute into your height. This one is possibly tough to tell.
4) I am proud of my kids
Well you can say, I am proud that I managed to have kids, but you cannot say you are proud about your kids for what they are, because they chose to be like they are.
5) I am proud of my nationality
You can only say that after you became an official citizen of a country that you moved on. Not for the country you were born at.
6) I am proud of my parents
Nobody chooses their parents. Even your step-parents.
7) I am proud of my skin color
Well this one might be different in each case. You can tell something like I am proud of my tanning, because you put some effort to tan yourself…but you cannot be proud about your natural skin color, since you made zero effort about it.
Essentially, you cannot be proud about something you put no effort to it.