I believe when I create an identity
column it gets indexed automatically, but I\'m not 100% sure.
Should I create an index for an identity
By default, your primary key column(s) will be made into a clustered index; this is a special index that is not separate from the data - but instead, the data is ordered in the table by that indexes values.
I say 'by default', because you can change the clustered index to another field if you wanted. If you've chosen a good identity value for your primary key, you will almost never want to change this, though.