"Spanish" is an adjective.
There are results of "I am a Spanish...", but there must be something following, such as "I am a Spanish teacher/man/etc.."
You can say "I am Spanish", without an article and without something following.
"Spaniard" is a demonym, always with an article. "I am a Spaniard." ...
The denonym was Japanese, Portuguese, Javanese, and so forth. (Although Burman is also attested for a native of Burma.) In the 18th century and earlier, these were at least sometimes pluralized as Japaneses, Portugueses, and Javaneses.
The OED has
Portuguese A1. A native or inhabitant of Portugal; a person of Portuguese descent.
1622 T. Robinson Anat. ...