By default, the primary key of a table is backed by a clustered index - that's just a SQL Server default behavior. It can be changed, if needed:
CREATE TABLE Test
(
ID INT IDENTITY PRIMARY KEY NONCLUSTERED,
Info nvarchar(50)
)
but especially in the INT IDENTITY
case, that's almost the perfect clustered index you could imagine on your table - so it's a "good thing" that SQL Server makes this default choice.
Every "serious" table in SQL Server ought to have a well-chosen clustered index (because the alternative - a heap - is slower and more cumbersome to fine tune in every respect) - and a small (4 byte), static (never changes), unique column like INT IDENTITY
is ideally suited as the clustered index on this table.
If you want to learn more about how to choose a clustering key wisely, and why it's so important to do so, you should check out everything Kimberly Tripp has to say on the topic: