http://www.wowwiki.com/Kaldorei
They all come from the same place. As do Naga and Satyrs. They are all elves. So what you should really be asking is does it make you feel weird as a Troll to realize you are actually an elf?
Edit: Notice the parts talking about the Kaldorei as the great tribe in the land who delved in dark places (jungles, dark forests, caves). The psuedo jamaican troll hunter culture that developed was just an evolution of the line of them that didn't become highborne, night elves, or other. Their original form was certainly not a Troll in the way that you mean it.