What a fascinating question. I'd argue that no one really considers themselves alien, because alien by definition is foreign and strange, and nobody is (usually) foreign and strange to themselves, except maybe in certain unusual cases. That said, we are all basically aliens to the new worlds we travel to, so in that sense, yes, I consider myself alien.
But in the way that you're probably asking, I'm a human from Earth. A space traveling one, but that doesn't change my species or planet of origin. So in that sense, no.