That depends on your country in which you file taxes. For example, in Australia you can get your TFN from an account you set up in MyGov with the ATO, Australian Tax Office. In the US, you are wanting your ITIN, Tax payer Identification number. If you do not have one, you apply for one with the Social Security Administration.
In order to retrieve a lost ITIN
(that is Individual Taxpayer Identification Number
), you will need to call the IRS ITIN
Hotline at 1-800-908-9982. You can answer a series of questions to verify your identity and the IRS will provide you the number