The concept that ethnicities have the right to govern themselves is known as

The concept that ethnicities have the right to govern themselves is known as the right of people to self-determination. This rule states that groups of people have right to choose their sovereignty, it means to decide that they want to form an independent state. The most important periods when this rule was applied were after the World War I, World War II and in the 1990s when many independent states emerged from former empires (the Great Britain or the Soviet Union) in Africa, Eastern Europe and Asia.
Nowadays this rule is on the one hand accepted but on the other still controversial when it comes to rights of ethnicities which strive for independence (ex. Scotland from the UK, Catalonia from Spain or Palestina from Israel). 

To sum it up you’ll get in a lot of trouble and even some legal action can be taken