Hi, I work for a local city school and my W-2 does not have a Federal ID or EIN. I also do not have federal taxes taken out of my paycheck. Will this be a problem?

Do you actually have a W-2 or do you have something else---a 1099NEC?    It is unusual for a school district not to withhold federal tax unless you are some sort of independent contractor doing work for the schools.   Some districts might pay substitute teachers as independent contractors, etc.  

https://turbotax.intuit.com/tax-tips/irs-tax-forms/what-is-a-w-2-form/L6VJbqWl5

The format of the ID number you are looking for is  XX-XXXXXXX.  If there is not a number with this format on your W-2 contact your employer and notify them that you do not have their tax ID number on your W-2.  Not having taxes withheld will not be a problem with the IRS when you file your return.  By not having taxes withheld you may incur an underpayment penalty depending on your tax liability.