“Americans have a lot of misconceptions about us.”
You get annoyed because your friends in the U.S. ask you silly questions about your country's culture. You're explaining your frustrations to a friend.
Americans have a lot of misconceptions about us.
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You have a "misconception" when you think that you know something, but you're actually wrong about it.
To explain the topic of a misconception, say "___ has some misconceptions about ___." For example:
I think that people who aren't in this business have some misconceptions about what we do.
When I first started out, I had a few misconceptions about what computer programming was all about.
You might also notice that it's normal to include "some", "a few", or "a lot of" to explain how many misconceptions there are.
It's also common to say that "there are" misconceptions:
There are a lot of misconceptions about how colds start.