To second-language speakers: How do you feel about people asking what language you speak?

I was in class last night when two girls sat next to me. They were speaking a language that was not English. I am fascinated by other languages, and try to expand my knowledge whenever possible. I wasn’t being creepy, but I was trying to listen for what language they were speaking. It sounded very unfamiliar—at first I thought it was French, then Sicilian, then Farsi, and then something Eastern European. Needless to say, I could not readily identify it.

To make a long story short, I was considering asking them what they were speaking, but then I got to thinking. I’ve asked guys working at certain places, i.e. gas stations, 7–11, restaurants, etc. But I’ve never asked a group of girls.

If you are a second-language speaker immersed in that second-language society, how do you feel when people ask what your native language is, or what language you are speaking? If this has not happened to you, how would you feel if someone asked?