There's an alternative syntax which you may find more intuitive:
SELECT IDENTITY(int, 1, 1) AS RowID, ...
INTO #temp
FROM ...
For fast, accurate and documented assistance in answering your questions, please read this article.
Understanding and using APPLY, (I) and (II) Paul White
Hidden RBAR: Triangular Joins / The "Numbers" or "Tally" Table: What it is and how it replaces a loop Jeff Moden