To help orient ArcMap users to using ArcGIS Pro, Esri has provided FAQ: Is the Identify tool available in ArcGIS Pro? which starts:
By default, there is no Identify tool in ArcGIS Pro. The default tool
for all views in ArcGIS Pro is the Explore tool. For more details,
refer to ArcGIS Pro Help page, Navigation.
In addition, if another tool is active, selected, or measuring,
holding down the 'C' key temporarily activates the Explore tool to
easily pan, zoom, or identify, without having to change the tool.
Currently, it is not possible to draw a box to identify features with
the Explore tool.