You don’t have to call yourself anything, but you certainly can call yourself a Christian. It is good to proclaim the name of the Lord and to say that you follow Jesus. It is not necessary to say that you are an Arminian or a Calvinist. The reason people will use those terms is to identify themselves more accurately and quickly to other people in regards to areas of salvation that deal with predestination, election, the atonement, etc. The terms are shorthand type terms, the same as the word “Trinity” is a quick way of saying that God exists as three distinct and simultaneous persons, the Father, the Son, and the Holy Spirit.
However, sometimes people will complain if you call yourself a Wesleyan, a Lutheran, an Arminian, or a Calvinist (or other such labels). They will say that because you identify yourself with the name of a theologian then that’s who you follow and not Jesus. But, that is not so. Lutherans don’t follow Luther. They adhere to the principles that Luther advocated at the beginning of the Reformation. Calvinists hold to certain perspectives that John Calvin articulated. It doesn’t mean that Lutherans and Calvinists follow those men. It means that they identify with a certain theological perspective that those names have come to represent.
So, you are perfectly free to just identify yourself as a Christian rather than an Arminian or a Calvinist or anything else. After all, it is Christ who we follow.