I was watching Satguru (Jaggi Vasudev) video on YouTube where he said that Hindu is not a religion, its a geographical identity and that's why all part of India follows different practices and have different gods. When foreign invaders arrived they had to classify Indian religion so they called Indians collectively as "Hindus".
So my question is:
If I am not a Hindu (assuming the above statement to be true) then what is my religion? Do we have any further classification mentioned in books? or caste ?