Selamun Aleykum,
I'm actually going to give my own opinion on this. The differences between the 4 major Sunni Madhhabs (Hanafi, Shafi'i, Hanbali, Maliki) aren't huge differences. In fact, I was raised with the belief that they are all righteously guided sects. The differences are actually good. They show the diversity within our religion and the flexibility that Allah has given us. Sufis are not a completely different sect. Sufis can be Hanafi, Shafi'i, Hanbali, Maliki. In fact well known Sufi mystic Rumi was actually a Hanafi jurist. As with Salafis, I don't know too much about them but I assume that they completely reject the concept of the four madhhabs (please correct me if I'm wrong).
Now, why do people label themselves? Well I assume that they belong in one of the groups i mentioned above. If someone follows the teachings of Imam Shafi'i, he is a Shafi'i. Of course this person is Muslim, we know that already, he just follows a specific creed.
In the end i don't think you should worry too much. Muslims don't go to other Muslims and say, "nice to meet you, I'm Salafi". Only after you meet a Muslim and engage in deep conversation, you can learn more specifically about what they follow. And even then, why would it matter so much. The differences are nothing to fight over.