I think that INFPs are the worst at confusing Role and Identity because that idealistic Extroverted Intuitive (Ne) mental function wants our roles to be our identity. Everyone plays many roles in their life, but we only have one core identity.
In my daily life, I have several roles: father, husband, employee, blogger, friend, etc. Each of those roles requires a certain set of behaviors to be successful in that role. Also, those roles are transient. I haven’t always been a father and sometime in the future, my role as a son will pass away with my parents.
Our Identity or a better term, our Self, is not so fleeting. Our Self is an amalgam of our values and beliefs. Our roles are external manifestations of those values and beliefs.
Some have chosen to make their primary role their identity. Ask any random person the question, “what do you do?” and more than likely the answer will be their role as a income earner, i.e. I’m a maintenance engineer or I own my own business. The danger in closely identifying your Identity/Self with your roles is that roles can be taken away. Your role as an athlete might be arbitrarily taken away by a drunk driver. Your role as a employee might be downsized because of the economy. Your role as a spouse can end with divorce. If we make our Roles our Identity, when those roles are suddenly taken away, we end up “losing ourselves”.