After the prison and pit levels of act 1, you will meet an imp named Tax who can teach you some survival thieving skills (he shows up throughout the game, if you are past that point). For Identify, the weapons officer in the drill grounds of act 1 and the smith in the temple of act 3 teach it to level 5, while Brian in the BF of acts 4 and 5 (after-game BF) teaches it to level 10 and 20, respectively.
The Skills appendix of the
Beyond Divinity Strategy Guide lists teachers (and books, where applicable) for the skills.