Your residence
What address would you give someone who intends to send you critical correspondence at some indefinite point in the future? Where do you have your mail shipped? Where do you receive your bills? What address does your most recently opened bank account have on it? What address do you put on your tax forms? What address is nearest the school you would send your kids to (if you had any)? Etc.
That is your current residence. This is not always the same as your citizenship.
An example
Residence: I live in Japan. My kids go to school there, I have a permanent residential address, have a residency visa, etc.
Visitor: I visit other countries for work for several months at a time. Sometimes I rent an apartment, sometimes I'm staying with people I know (at their residence), but I might leave at any time and am usually either on a work visa or tourist visa.
Citizen: I am an American citizen. I was born in Texas and my passport says so.
Where you live, where you are, and what place claims to own you.
You can be in-between
For a few years I didn't really have a residence. I hopped around a lot and didn't have a single city or even country I could call "home". If someone had, in an official capacity, asked me where I lived I would have still replied "Texas". Even though that wasn't true in the sense that I hadn't been there for a few years, it was more true than claiming some place I had only been staying for a few weeks or months and knew I wouldn't be in much longer (especially on a tourist visa).
It is useful to note that many official bureaucracies (and their documents) are particularly unfriendly to people who don't fit the "born, schooled, worked, died -- all in the same 10 miles" mould. This bureaucratic detail can significantly hinder your efforts to get even the simplest things done in life, despite being a completely made-up problem. For that reason it is usually much less painful to use your place of birth or your family's residence (if you have a family or parents) as a sort of administrative anchor rather than try to explain the details of your situation.