In the year 2018, the only correct answer is "I'm Chinese."
The phrase "a Chinese," in which "Chinese" is not an adjective but a singular noun, is not actually wrong--but it is outdated language. Nobody's used it in fifty years. Do not use it. It is not only outdated, it is slightly disrespectful. You might read it in an old book. It's old-fashioned. It's language used when describing national stereotypes. It would be used about someone else, not yourself.
With apologies for presenting an unpleasant example of stereotyping, and extra apologies to any Koreans reading this, here is some language from 1904 by the writer Jack London:
"The Korean is the perfect type of inefficiency — of utter worthlessness. The Chinese is the perfect type of industry. For sheer work no worker in the world can compare with him... The Chinese is no coward," etc.