Who in your family connects you to Mexico?
Answer on where people were born, not on what papers exist: anyone born in Mexico is Mexican automatically. Your own birth certificate usually shows where your parents were born.
A parent who was born in Mexico A grandparent born in Mexico (my parent was born abroad) A parent who was a naturalised Mexican when I was born A great-grandparent or earlier ancestor born in Mexico I was adopted by a Mexican Nobody: there is no Mexican ancestry in my family I don't know where my grandparents or earlier family were born