While you do not have to identify yourself unless you are under arrest, it is probably better to cooperate with the police and not to provoke them or make them think you have something to hide.
Show them your id when asked. Give them your name, address and birth date. (If you refuse to identify yourself, you can taken to the station and held until they can identify you.) If you lie about who you are, you can be charged with obstructing justice or the police.