When identifying an unknown there are a few ways to go about it. For example sometimes a simple IR spectrum can be matched by computer against a database of spectra. GCMS is also useful here.
If the compound is known and organic the NMR (1H and 13C ) spectra can be compared against spectra in databases like SDBS.
It all depends on what type of compound you think it is.
This is also assuming that it is an organic compound. If it is inorganic, there will probably be neither 1H or 13C specra, and the IR might be useless. Instead, you could use AA or AE spectra to identify the elements involved, and go from there. If the compound is volatile, mass spec could be useful for either organic or inorganic compounds, but many inorganic powders are non-volatile.
There are both traditional wet chemistry and instrumental methods for identifying both inorganic and organic compounds. Many analytical texts have some sort of flowchart in the back that describes how to go through the process of identifying an unknown compound.