Both "I am American" and "I am an American" are correct. But "I am a/an ______ " is not always correct or appropriate for other nationalities. For example, "I am a French" is just wrong. You have to say, "I am French."
"I am a Chinese" is also NOT good. For Americans my age, it makes us really uncomfortable to hear that. We were taught never to say, "He is a Chinese," as it is considered rude or politically incorrect, maybe even racist. It is much better just to say, "I am Chinese."
So please just use "I am American," "He is French," "She is Chinese" and don't worry about the other way of saying it.