[Identity] Add docs

[JoshGendein]

• Turning on linting and adding docs for the identity crate.
• Allowing missing docs for the error types because I feel the error message itself provides sufficient documentation (I'm open to adding the docs if someone thinks otherwise).
• I went through this pretty fast so please let me know if I should expand/change anything.

#551

[thovoll]

Looks good, thanks!