By default you will be authenticated as the current user logged in (assuming your on the server, you're probably one of the farm administrator).
You can impersonate to anyone else using this kind of code
//get this current user's user token
SPUserToken userToken = web.AllUsers[*user*].UserToken;
//create an SPSite object in the context of this user
using (SPSite s = new SPSite(siteStr, userToken))
using (SPWeb w = s.OpenWeb())
// perform your caml operation on that web.
Otherwise you could simply run the console application as another user (
run as command) to retrieve / use the required identity.
Please ensure in all case that the user HAS access to the targeted site collection and can perform the required operation (even just "reading" is not granted for everyone !)