What country is Stalin from?

Gori, Georgia
He was from the small town of Gori, Georgia, which was not part of Russia itself. It had been a separate state that was annexed by Russia into its empire. Georgians were a separate culture from the Russians. They had their own language and alphabet. Stalin had to learn the Russian language after growing up with the Georgian language and always spoke Russian with a thick Georgian accent.

In fact, one of the reasons he adopted the name Stalin in place of his native last name of Dzhughashvili was so it would sound more Russian than Georgian. That way he would be more acceptable among the mostly Russian Bolshevik revolutionaries.