There is noting wrong, with calling yourself a Salafi, especially today when you have so many deviant groups, such as takferies, deobandies, soufies, tablighies, khawarijites, etc. You should distinguish yourself from these deviant people and distance yourself from them since your surroundings effect the way you think. As for joining parties and groups, then that is not Allowed, but the Salafi sect was mentioned by the prophet when he said "I am the best Salaf for you". So it is permissible for you to call yourself a Salafi
Can you please give the evidence for this quote you refer to rasoolallah peace be upon him??
then why during the prophets time did every one call themselves muslims?