I think it stems from our history. We were an independent country, after all. The Texas revolution for independence was fought by folks who settled or came to Texas looking to prosper. Sort of a 'go west, young man'. After independence was achieved at the cost of many lives and some battles and incidents that catch the imagination - think drawing black beans - and lend themselves easily to myth-making and you hear the stories from pre-school age it tends to develop an aura which easily forms pride. Add to that the sheer diversity and scope of the geography from the old south feel and pine forests of east Texas to the arid cattle country and wild west feel of the western half, pride gets ingrained into residents.