The individual identification of a person's gender, as defined by that person. Usually used in reference to transgender, genderqueer, or transsexual people -- people whose gender identities differ from their physical sex.
Jack is cisgender, and his gender identity is male. He's got a penis and XY chromosomes.
Jay has been really confused about her gender identity lately; she thinks maybe she's an androgyne, but she's not certain.
Jane is a transsexual woman, so her gender identity is pretty solidly feminine.