On many applications and paperwork in the United States, you are required to fill out what race or ethnicity you identify as. Race and ethnicity are social constructions and they are also culturally specific to the country you live in. In the United States, the racial categories are, White/Caucasian, Black/African American, Asian, Indigenous/Native American, and Hawaiian/Pacific Islander. White/Caucasian are people who have ancestors who came from Europe or the Middle East. Black/African American are people who have ancestors who came from Africa, Asians are people who came from Asia. Indigenous/Native Americans are people who have lived in the United States for thousands of years before European colonists arrived, and Hawaiian/Pacific Islanders are people who have ancestors from Hawaii or the Pacific Islands who also lived thousands of years on the islands before colonialism. 
An ethnic category that is always included in American paperwork is Hispanic/Latino(a) or in Latinx. Hispanic means a person who comes from a Spanish speaking country whether it is Spain, Puerto Rico, The Dominican Republic, Mexico, the Caribbean, or Central and South America. Latino(a) does not include people from Spain in its group, but does include people who are from or have ancestors from any country that is in Central or South America including Brazil. Dominicans and Puerto Ricans can also identify as Latino(a). Latinx is a new progressive ethnic identity that neutralizes gendered language, and many progressive or liberal groups and organizations used this term instead of Hispanic or Latino(a).
Many companies now let you choose more than one racial or ethnic category. If you identify as multiracial (being of more than one race), or multiethnic (being Hispanic/Latino(a) you can identify with more than one category. Sometimes you might also see Other as category, and this for people who do not identify with any of these racial or ethnic categories. Most importantly, you should identify with an ethnic or racial category(ies) that you feel most comfortable with and what you think best represents you.