"I've never worked out, if you don't turn up and identify yourself, how do the police know who they want to arrest?"
And even if you do, what does it mean? Who am I? Who are you? The answers to those questions are relative.
I can turn up with a copy of my birth certificate. I can equally turn up with a copy of someone else's birth certificate providing it gives a DoB roughly the same as mine.
I can turn up with a piece of photo ID. What does it mean? Just that I persuaded someone to attach a name to a photo of me or someone who looks reasonably like me.
Utility bill (what's that in the days of online billing?)? I got what I claim to be my address printed on a letter heading that looks as if it might have come from a utility company. Utility company billing base stock is scarcely a secure base stock; the base stock for the birth certificate is - and it clearly states it's not a form of identification.