I agree with Barta... Money is plentyful in the game, so paying 100 gold for a merchant to identify something is not a lot.
If you have a trade window open, find the magnifying glass to switch from trade to identify, then go find the item(s) you want to do... IIRC they will show up with blue pricing underneath them to show that they are unidentified. (the pricing is the price of the item, not to identify them).
You can also ask merchants to repair items for you, by clicking on the hammer icon, then finding the item(s) (shows up with red pricings) that needs repairing.
In the early levels of act 1 you find the skill book that teaches identify to level 2, but after that only find
Teachers:
The weapon officer in the Citadel Drill Grounds of Act 1 teaches it up to level 5.
The smith in the Black temple of Act 3 teaches it up to level 5.
Brian in the Battlefields of Act 4 teaches it up to level 10.
Brian in Act 5 teaches it up to level 20.
Books:
Fergus in the Torture rooms of Act 1 drops a book upon defeat, teaching the identify equipment skill up to level 2.
Identify also gives you information about monsters though... it is not limited to items like most people believe.......