Hmm. So you’re looking to modify the output of wp_list_pages() to add the id? Got it.
You’ll probably need to modify template-functions-post.php (in wp-includes/). Around line 365 you’ll find the function _page_level_out(). This is where the Page link list is generated. Look for this line:
$output .= $indent . '<li class="' . $css_class . '"><a href="' . get_page_link($page_id) . '" title="' . wp_specialchars($title) . '">' . $title . '</a>';
and add in your id attribute. We’ll use the Page ID as part of it (for uniqueness, you know):
$output .= $indent . '<li class="' . $css_class . '" id="page-' . $page_id . '"><a href="' . get_page_link($page_id) . '" title="' . wp_specialchars($title) . '">' . $title . '</a>';
Hacking notes: back up sources files before editing them, and comment your changes for future reference.