Jack Wilson, from the novel Indian Killer by Sherman Alexie, does desire, more than anything to be an Indian. Wilson even goes as far as to create a fictional tribe to which he belongs (Shilshomish). Even knowing that he is not Indian, Wilson has convinced himself that he is Indian based upon the fact that his longing reaches so deep.
Wilson's identity crisis may have arisen from the fact that he is an orphan and lacks a true tie to a group. He never felt, nor feels, as though he is/was White (like the family which raised him). Instead, he identifies with Indians based upon his sole desire to be one (proven by his utter lack of knowledge about Indians and their culture).
Essentially, Jack Wilson does not like identifying himself as White. Instead, he would rather create an identity (given the fraudulent and fictional tribe to which he "belongs") than admit his true ethnicity. Also, Wilson finds the Indian life (what he knows of it and thinks he knows of it) fascinating. So much so that he wishes to be a part of it.