I need to select a bunch of data into a temp table to then do some secondary calculations; To help make it work more efficiently, I would like to have an IDENTITY column on that
If you want to include the column that is the current identity, you can still do that but you have to explicitly list the columns and cast the current identity to an int (assuming it is one now), like so:
select cast (CurrentID as int) as CurrentID, SomeOtherField, identity(int) as TempID
into #temp
from myserver.dbo.mytable