Re: OOC thread
As with many things, it depends on the time, and who is doing the referring. After all, the Romans are Greeks, to some. I'll assume we're talking about the early 12th century here though. Using "Germans" would work, but it would have a more broad context, referring to a whole slew of people who aren't actually in the HRE itself. In casual conversation, a lot of people would know what the speaker meant, but technically it could even refer to people like ethnic Lombards, who were still around albeit in very small numbers and were culturally fading fast. A lot of times, for the nation, the HRE was just called "the Empire", as in, THE Empire (and of course this was both in spite of AND because it made the Eastern Romans mad). Even as late as the 18th century it was common for central Europe to just be labeled "the Empire", but to be fair Byzantium had checked out by then.
Russia is more complex (and I'm less knowledgeable here, take what I say with a grain of salt), as at this time, the Duchies really were important. Kiev vs Muscovy was a big deal. Muscovite would definitely be used, and I assume there's a term such as Kievian but I'm not sure exactly what it is. I'd confidently say "Russian" is probably not a term that should be used, though, as "Russia" didn't really come about until Muscovy threw off the Mongols and proceeded to basically inherit the rest of modern day Russia from the horde as it slowly rolled back (and even then, there was intense rivalry between Muscovy and Kiev). In this case I'd wager saying "X is from Kiev" would be better than saying "X is a Kievian" or whatever, if you can just spin that. I'd say as long as you aren't writing a character who is particularly anal about language using "German(s)" would work though.
Edit: Small update, checked this wonderful map again for 1111 which I remember the old game was in, and I think this game is similar time.
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I completely forgot about Novgorod. They're definitely the power player in Russia right now (and a merchant republic type dealio rather than a true duchy). Don't know what their adjective is either, maybe Novgorodian. Also, forgot the HRE had Northern Italy at this time, which was more Germanic than Latin for quite some time, so even more points for German being used there. That being said, "Italian" would refer specifically to the HRE part of Italy as we know it. The rest of Italy was considered part of Sicily at the time (not just the island), and the area in the middle (near Rome itself) was frequently called to as Latium.