If I am muslim then what is my ethnic heritage?

What is your country of origin? What are your parents' countries of origin?

My parents are both of German descent, so I am fourth-generation German-American.

If I am Muslim then what is my ethnic heritage?

Islam is your religion. It has nothing to do with ethnic heritage.

I am German-American. That's my ethnic heritage. I am Christian. That is my religion.

I am ( or was) Lutheran, I would be of African or Europe or Asian heritage,

Your religion has nothing to do with your ethnic heritage.