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When talking about impeaching Trump, everyone mentions a whistleblower. I am under the impression that this means that who he is is not public information.
If he knew such sensitive information, was he required by law to turn it over?

At the very least there is an ethical obligation to report.

Standards of Ethical Conduct for Employees of the Executive Branch:

§ 2635.101 Basic obligation of public service.

(b) General principles. The following general principles apply to every employee and may form the basis for the standards contained in this part.

(11) Employees shall disclose waste, fraud, abuse, and corruption to appropriate
authorities.

However, there is, apparently, no legal requirement, except for certain individuals. (Note that the following applies to felonies.)

In the article Misprision of felony specificlly:

United States federal law:

"Misprision of felony" is still an offense under United States federal law after being codified in 1909 under 18 U.S.C. § 4:

Whoever, having knowledge of the actual commission of a felony cognizable by a court of the United States, conceals and does not as soon as possible make known the same to some judge or other person in civil or military authority under the United States, shall be fined under this title or imprisoned not more than three years, or both.

This offense, however, requires active concealment of a known felony rather than merely failing to report it.

...

The federal misprision of felony statute is usually used only in prosecutions against defendants who have a special duty to report a crime, such as a government official.

It appears that, if the whistleblower is a government official, there is a legal obligation to report; otherwise, no.

Reportedly the whistle-blower is a CIA officer.

CIA officers take the United States Uniformed Services Oath of Office, which requires them to defend the US Constitution against all enemies, foreign and domestic.

I, [name], do solemnly swear (or affirm) that I will support and defend the Constitution of the United States against all enemies, foreign and domestic; that I will bear true faith and allegiance to the same; that I take this obligation freely, without any mental reservation or purpose of evasion; and that I will well and faithfully discharge the duties of the office on which I am about to enter. So help me God.

If they bore witness to something that they swore to protect the Constitution against, it would be a violation of their oath of office not to report it.

It's tough to say if they would face specific charges for failing to serve that oath, but it's not something to be take lightly and failing to serve that oath could be grounds for being removed from office.