I would be a Lady of Rohan
Kind of like Eowyn, but less fiesty, and less eager to go to war (because I am the worst person ever to go into battle, I am a complete and utter whimp). But then I still would be interested in the whole riding around on horses and swordplay thing.
I have always had a fondness for Rohan because the whole atmosphere of it really brings out my scandinavian side