We frequently don't remark on the fact that he was aware he was a Hebrew (Ex 2:11)
Moses would have been been given the best education available, and raised with Egyptian attitudes including their views about herding. (see Gen 46:34) By the time he was 40, he had married (Num 12:1), and probably expected to remain in the Pharaoh's household.
It must have seemed the right thing to do, the day Moses defended his fellow Hebrews, (Ex 2:12) but when it was known (Ex 2:15) his fall was meteoric. It was only hours from life in the palace to his flight into the desert.
There's poor Moses, in unknown country, struggling with language. The Midianites don't speak the same language, or would it have been a dialect of his mother's language? Certainly not what they spoke in the palace. At his first encounter with the Midianites, Moses defended their sheep and helped water them. (Ex 2:17) He never tried to explain that he wasn't trained for it.
Then, he must have wondered at their manners when the daughters of Jethro left him standing at the well (Ex 2:20)
He married a Midianite woman. I can imagine the disagreements they MUST have had about customs. (This is how things have always been done") We don't know much about his wife from the scriptures, likely she was a righteous woman, and she saves his fool neck once, but not without giving him an earful (Ex 4:25) He lived as a shepherd-nomad in the desert for 40 years. When he returned to Egypt to free Israel, the Hebrews were still suspicious of him, and Moses wandered with them another 40 years, dying before ever entering the promised land.
Moses was always conscious that "he was not from here" Caught in the middle, he knew he wasn't an Egyptian. The Hebrews knew he wasn't raised like them either. The Midianites knew he wasn't from their people, and he must have been always conscious of being a "foreigner" during his wanderings in the desert. He redefines himself in adulthood, refusing to be called the son of Pharaoh's daughter (Heb 11:24)
Forty years a foreigner in the desert, wasting his fine expensive education, doing a job he hated. (remember the Egyptian views on shepherds?) He probably thought he would live the rest of his life there.
But by the time the Lord called him, Moses was "meek above all men" (Num 12:3) His wanderings and sufferings had made him ready to hear the word of God, and not in visions or dreams, but from the mouth of God Himself.
Nothing brings my children (and me) closer to tears than people asking "so, where are you from?" Sometimes we talk about this at home. I hope I have done right when I say "It's true you're not from here, you don't really belong to people here. That's because you belong to God.