As most people know, the area now known as Nigeria was a collection of ethnic groups conquered by the British using their point man, Frederick Lugard who was head of the West African Fronteer force. After Victory, Lugard declared the area a "protectorate" with the name 'The territories of the Royal Niger company by the River Niger'. At the suggestion of his girlfriend (later wife) Flora Shaw,who was then a journalist, the name was shortened to "Nigeria" so that the upper Niger became the Northern proctectorate as in the lower Niger. In 1914, Lord Lugard who was then Governor of the Northern and Southern protectorates amalgamated all the territories together and created Nigeria. He became the first Governor General of the new country until 1919. The country was later to be dominated by three men who in a way, came to represent the 3 main ethic groups which in turn represented the tripodal system of 3 regions Nigeria started off with.
Dr Nnamdi Azikiwe (Igbo) was born in 1904
Obafemi Awolowo (Yoruba) was born in 1909
Ahmadu Bello (Hausa-Fulani) was born in 1910.

Since these 3 men were born before the creation of Nigeria, it is safe to say they were not born as Nigerians. Infact, one could say that neither of them was a Nigerian. According to law, a person can only get Nigerian citizenship in 3 ways:
By naturalisation
By birth
By parentage

Neither of these apply to Zik, Awolowo and Ahmadu Bello( Sarduana) so technically, none of them was a Nigerian.