The $n\times n$ identity matrix is the $n\times n$ matrix $I_n$ with $1$s in every diagonal entry (that is, in the $(i,i)$ entry for every $i$ between $1$ and $n$), and $0$s in every other entry. So \[ I_n=\begin{bmatrix} 1&0&0&\dots&0\\0&1&0&\dots&0\\0&0&1&\dots&0\\\vdots & & &\ddots & \vdots\\0&0&0&\dots&1\end{bmatrix}.\]