The error message actually tells you what's wrong. You are forcing a value into an identity field that usually generates it's own value as most primary key fields do.
You will need to check the table's structure to identify the "identity field" and then arrange you SQL as this:
INSERT INTO UserSignInHistory ([Username],)
SELECT [Username],
FROM [UserMgmt] um
WHERE
NOT EXISTS (SELECT * FROM UserSignInHistory ss
WHERE ((um.SignInDate <> '2015-05-05' OR um.SignInDate IS NULL) AND um.UserRoles = 'RCO'))