This flag is the flag of Scotland. The cross on the flag is called St. Andrew's cross. The flag itself is called the saltire (it sounds like sol-tire). People who are Scottish, or who are of Scottish ancestry, are proud to fly this flag. It is the oldest National Flag in the world.
Sometimes you will see this flag flown as a flag of Scotland, but this is not exactly right. It is called the Rampant Lion, and is the emblem of the Kings and Queens of Scots. Because Queen Elizabeth is the Queen of Scots, as well as the rest of the United Kingdom, it is her personal flag. If you visit Balmoral Castle in Scotland and see this flag flying, it means the Queen is there.
So, if you want to show that your are proud of being of Scottish ancestry, fly the Saltire!