Situations when a person does not know his citizenship are quite rare, but they do exist. First of all, citizens of states that have changed their borders, for example, as a result of hostilities, as well as in the event of the termination of the existence of a state unit, can involuntarily become stateless persons.
Start with your own documents. Look at your birth certificate and passport, if you have one. Pay attention to whether the citizenship is indicated in the documents, whether the name of the place of birth is the same, whether the credentials are correct. The main thing is to see if the passport has expired, if it is time to change it.
Make a request to the migration service of the country in which you live now. Of course, if you have in your hands a valid passport of an existing state, then there should be no problems here. You are its citizen. However, if you have a passport of a country that is no longer on the map, for example, only a USSR passport, then citizenship will have to be confirmed. The easiest way is to find documents that as of February 2, 1992, you had a registration in the territory of modern Russia.
In theory, you can make a request to the migration service to replace the passport of a non-existent country with a modern passport of the country in which you are currently living. Contact the FMS at your place of residence with the documents you have, including, for example, a house book, a registration card, etc. If the department officials think that the grounds for obtaining citizenship are not enough, you should be advised what you need to do to obtain citizenship. You may be able to obtain a passport using a simplified scheme.
Make a request to the migration service of the country where you were born or lived before moving abroad. Perhaps you can exchange your current passport for the passport of your home country. Of course, in this case, you will have to make a choice - go to your homeland or remain as a migrant. But, in any case, being a citizen of a foreign state is legally more profitable than being a stateless person.
Find out your citizenship indirectly. Most countries have blood law or territory law. For example, if your parents are citizens of the Russian Federation, and you were born in another country, then you can safely apply for obtaining Russian citizenship. Or, if, for example, you were legally born in the United States, you can apply for United States citizenship.