It's not
completely wrong, it will be understood, but it is ungrammatical and a clear marker that the speaker is not native, similar to getting adjectives in the 'wrong' order ('a big tasty sandwich' sounds more natural to a native speaker than 'a tasty big sandwich', even though the latter makes sense and will be understood).
Demonyms for historical neighbours of England have irregular forms when speaking of a particular person from there. Scotland has 'Scot' and 'Scotsman'; Wales has 'Welshman'; Spain has 'Spaniard'. Other countries indeed need a second word, such as 'person' or 'citizen' ('a Chinese' sounds offensive to me; I would say 'a Chinese person' in all cases). The only country I can think of where using a bare demonym is grammatical when speaking of a single person from there is Germany with 'a German' - probably because it has the suffix -man.
Edit: A sibling comment pointed out that 'an American' is grammatical, and thinking about it, I think the suffix -an is what makes bare demonyms grammatical - you can say 'an Angolan', 'a Laotian', 'a Peruvian', 'a Moroccan', etc, but wouldn't say 'a Thai', 'a Swedish', 'a Sudanese', etc.
Demonyms for historical neighbours of England have irregular forms when speaking of a particular person from there. Scotland has 'Scot' and 'Scotsman'; Wales has 'Welshman'; Spain has 'Spaniard'. Other countries indeed need a second word, such as 'person' or 'citizen' ('a Chinese' sounds offensive to me; I would say 'a Chinese person' in all cases). The only country I can think of where using a bare demonym is grammatical when speaking of a single person from there is Germany with 'a German' - probably because it has the suffix -man.
Edit: A sibling comment pointed out that 'an American' is grammatical, and thinking about it, I think the suffix -an is what makes bare demonyms grammatical - you can say 'an Angolan', 'a Laotian', 'a Peruvian', 'a Moroccan', etc, but wouldn't say 'a Thai', 'a Swedish', 'a Sudanese', etc.