It's true, even though it sounds a little strange even to me, a native speaker, this kind of transitive expression is common. Its a great way of avoiding having to figure out the adjective, which in fact gets quite awkward. I think in Russian adding "-ski" often makes the adjective, is that correct? I am from Boston, originally, so I am a "Bostonian," but now I am a "Denverite," although I'm not sure that's the only way it's expressed. It gets messy. "Los Angeleno" because it's Spanish, but what is someone from New Orleans? Or Sioux Falls? So we just say "I'm from..." For a totally weird only slightly related topic, check out the "John Frum" religion or "cargo cult" on Wikipedia or elsewhere. Wow, do things get lost in translation sometimes!

I come from... is perfectly legitimate. "I'm from ..." is also legitmate. It implies that you are from somewhere. Everyone is from somewhere. It is just a matter of style. "I come from... " is a bit more formal. There are so many ways to express the same thing. "My home is in ....", "... is where I am from..." As a matter of fact, Chinese don't say "I am from...", they simply and literally say, "<place name> person"... 廣東人, 美国人, etc

I`m not the native speaker too, so I don`t know what would be more native. Randy (below in corrections), said that this is correct, so I think he knows better -) The funny thing is that I`ve met this manner of speaking from Chinese here in chat. Other people seldom say simple "I`m from ...". So that is why I`ve wrote this post.

We learn it from the book.