create table test (Id int identity)
go
sp_help test
The object 'test' does not have any indexes, or you do not have permissions.
No constraints are defined on object 'test', or you do not have permissions.
As a general practice you would create a unique index on your identity column, this speeds up lookups.
Usually you would like your identity columns to be 'clustered indexes' as well (Id int identity primary key
is the shortcut notation), meaning table is layed out on disk in the same order your identity column is. This optimizes for inserts, as the page being inserted into tends to be in memory. In some cases, when you are doing ranged lookups very frequently on other data in the table, you may consider clustering other columns instead, as SQL Server only allows you one clustered index per table.
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