Identity gives us a sense of home (e.g. American, Californian, Timbuktian, etc.), allows us to form bonds with people of like-minded identity (bookworms, gamers, Twihards), and helps us make important decisions every day (who to vote for, where to buy stuff). When Mike first comes to Earth in Stranger in a Strange Land, he's an identity and demographic of one: the Man from Mars. Mike's journey throughout the novel helps him discover what it means to be human, but more specifically, what it means for him to be human, i.e., to find his identity. In the end, he finds it as the founder and teacher of the Martian language church/school/way of life, bringing together a group of like-minded people with whom he can finally identify.
The race of a character is rarely given in the novel, suggesting that identity and race are distinct from one another in Heinlein's mind.
No Martian, other than Mike, is given an individual identity. They are only known as a collective.