Silence in the Library (1) - S4-E8
Trivia: When this episode and "Forest of the Dead" were made, only Steven Moffat and Alex Kingston knew who River Song really was. As a result, not only is the Doctor's confusion genuine, David Tennant famously admitted that he chose to act as if the Doctor thought that she was a future incarnation of his, even though he knew that, even with what little information was given on River in the story, that theory made no sense.
Chosen answer: No, no information is avalible for the identity of the entity.
Repo_Man