You need your PUK if you enter your PIN wrong 3 times.
You can get your PUK in My Account. Just log in and click on PUK Code on the left.
It is also on the packaging that came with your SIM.
Once you enter your PUK code you will be able to set up a new PIN code.
If you enter your PUK code wrong 10 times your SIM card will be blocked.
If this happens you can get a new SIM from any Three Store.