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