I've set up my datasource (bigquery), and managing to get to grips with how Experiments and Metrics are tracked. However, for experiments, it looks like the identities table is required (with user_id and anonymous_id). We can't get any result experiments without that table existing. Is this expected behaviour?

When you set up an experiment report, you specify what to use for the user id. The metrics you add to the report also have what user types are supported (users only, anon only, or both). The platform figures out if it needs to join between user ids and anon ids and will add that join table.

Ah, I see. Thanks @fresh-football-47124!