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The word for a Russian is Русский. The word for the Russian language is по-русский or русский язык (i.e. they are the same). So you could say я Русский. However the word for an Englishman is Англичанин and the word for English is по-английский (i.e. they are not the same). So you can't say я Английский. Similarly the words for an Italian and for the Italian language (итальянец, итальянский) are not the same.
Why is this?
Yes, in Russian, the name of the nationality is usually different from the name of the language. That's because nationalities are nouns, English often has the same difference: nationality is Pole, but the language is Polish, Spaniard and Spanish, Swede and Swedish.
The languages are usually named with adjectives, but that's simply because the word "language" is omitted: [the] English [language] ~ английский [язык].
So, "I'm a Pole" is "Я поляк" (nouns in both languages), and "I study [the] Polish [language]" is correspondingly "Я изучаю польский [язык]" (adjectives in both languages).
Note: the only exception is "Russian" (русский), since the nationality is expressed by a substantivized adjective which is identical with the adjective naming the language: "Я русский" vs. "Я изучаю русский [язык]."
The по- words are a bit different. They are adverbs and are used mostly after verbs dealing with speech, such as to speak, to talk, to think, to write, to read (говорить, разговаривать, думать, писать, читать). After such verbs, the по- adverbs can be substituted with a prepositional noun phrase на + language name in the prepositional case:
Я говорю по-русски. / Я говорю на русском [языке].
Я не умею читать по-китайски. / Я не умею читать на китайском [языке].
But when there are no those speech verbs, ot the verb is "to" be, only the на forms are possible:
Эта книга на французском.
Here is a list of some countries with their nationalities and languages. And remember, since nationalities in Russian are nouns and designate people, they all have the other form for females, and also plural forms:
Country: Nationality (male) - Language - In ... language
Россия: русский - русский [язык] - по-русски / на русском
Англия: англичанин - английский [язык] - по-английски / на английском [языке]
Украина: украинец - украинский [язык] - по-украински / на украинском [языке]
Италия: итальянец - итальянский [язык] - по-итальянски / на итальянском [языке]
Франция: француз - французский [язык] - по-французски / на французском [языке]
Польша: поляк - польский [язык] - по-польски / на польском [языке]
P.S. In Russian, the names of the nationalities and languages are capitalized only if they are the first word in a sentence.
In English, I would say "I'm English" where "English" is an adjective presumably meaning "I'm (an) English (man)". I would never say "I'm an English man" in full. Similarly in French je suis francais. From your explanation it appears you can use this construction in Russian for a Russian but not for any other nationality. Have I understood?
Why is this?
At the risk of having to stand corrected I daresay that is the remnant of an archaic tendency to single oneself and one's tribe out in the multitude of other tribes inhabiting the land. This phenomenon reminds me of a old film about Native Americans where they called themselves Human Beings as opposed to the colonists whom they called White Men. Thus, Russian defines its speakers as posessing a certain (ethnic, tribal) quality whilst all the non-speakers are defined as being members of particular (ethnic, tribal) groups.
The Russian word национальность itself (widely perceived as a translation of e.g. English word nationality - which is wrong) primarily means ethnic origin, whilst in English, French and presumably many other languages it means a mere belonging to a language and a state.
