The Internet of Things aims at connecting everything, ranging from individuals, organizations, and companies to things in the physical and virtual world. The digital identity has always been considered as the keystone for all online services and the foundation for building security mechanisms such as authentication and authorization. However, the current literature still lacks a comprehensive study on the digital identity management for the Internet of Things (IoT). In this paper, we firstly identify the requirements of building identity management systems for IoT, which comprises scalability, interoperability, mobility, security and privacy. Then, we trace the identity problem back to the origin in philosophy, analyze the Internet digital identity management solutions in the context of IoT and investigate recent surging blockchain sovereign identity solutions. Finally, we point out the promising future research trends in building IoT identity management systems and elaborate challenges of building a complete identity management system for the IoT, including access control, privacy preserving, trust and performance respectively.