If you don't know, then it's probably the same as your country of citizenship or your country of birth. Sometimes people might have a different country of nationality than their country of citizenship, but for many people the two are the same.
The information offered is general in nature and not meant to be relied upon as legal advice. No client-attorney relationship is created through this information. Please consult an attorney prior to making legal decisions.
Page three of the N-400 Instructions provides an answer to your question. Part 4 E states "Country of nationality - Write the name of the countrt(ies) where you are a citizen or national."
Legal disclaimer: The statement above is provided by CC Abbott is based on general assistance and not intended to be a legal opinion because not all the facts are provided. The person requesting information and all others reading the answer should retain an attorney who is permitted by the state bar within the jurisdiction who can examine the complete facts and provide a legal opinion on your case. All information provided in the above answer and other information provided by CC Abbott does not create an attorney/client relationship within any state of Federal law.