Family pride is a learned emotion. It doesn't happen at birth and it won't ever happen unless somebody starts talking.
It's simple. Tell stories and ask questions. Kids need to know about their family history, good and bad. There are lessons to be learned and examples to be followed. Even your loser relative weird Uncle Lenny, can become a teachable moment.
Think of it this way, your family is all on the same team. Knowing the players increases the odds of winning the "happy" game.