You don't necessarily have to identify with a gender identity if you don't feel like it and you have no interest in doing it - labels are only there to be used if we feel comfortable with them! But if you'd rather identify as one gender identity, you may want to ask yourself if you feel like you are or can be more than one gender - that would suggest you're non-binary - or if you don't identify as any gender at all - that would mean you're agender. Ultimately, it's up to you to choose whatever label seems to suit you best, or no label at all. There's no right or wrong answer!
Related Questions: I’ve been trying to figure out my gender for awhile. But recently I’ve realized I’m kinda numb to gender roles. I don’t really care if I’m a boy or a girl so I’m not really sure what I’d identify as?