When you don't know where to start, look at the definitions!
"\lim_{x\rightarrow X} f(x)= L" means, by definition, that
"Given any [\itex]\epsilon> 0[/itex] there exist \delta> 0 such that if |x- X|< \delta then [/itex]|f(x)- L|< \epsilon[/itex]".
Here, the function is just f(x)= x and you want to prove that the limit is X: write exactly the same thing but replace "f(x)" with "x" and "L" with "X".
"Given any [\itex]\epsilon> 0[/itex] there exist \delta> 0 such that if |x- X|< \delta then [/itex]|x- X|< \epsilon[/itex]".
You should see immediately that what was before "|f(x)- L|< \epsilon" is now "|x- X|< \epsilon" the same as with "|x- X|< \delta". So make \epsilon and \delta the same: given any \delta> 0, you can always choose \delta= \epsilon.