Is feeling happy about being a Muslim, while seeing followers of other religions, considered natural or a form of arrogance?

Rejoicing in guidance to Islam is not arrogance; rather, it is a legitimate joy for the greatest blessing, in fulfillment of the Almighty's saying: "Say, 'In the bounty of Allah and in His mercy - in that let them rejoice; it is better than what they accumulate.'" Here, Allah's bounty is Islam, and His mercy is the Quran. This is better than the wealth accumulated by disbelievers.

However, joy should not stop at this point. Instead, one must ask Allah for steadfastness in guidance and uprightness, and strive to guide others so that joy may become widespread, for Allah rejoices greatly at the repentance of His servant.